Algorithmic Trading Model for Simple Moving Average Crossover Grid Search¶
Task 1. Prepare Environment¶
In [1]:
!pip install python-dotenv PyMySQL
Requirement already satisfied: python-dotenv in /usr/local/lib/python3.6/dist-packages (0.13.0) Requirement already satisfied: PyMySQL in /usr/local/lib/python3.6/dist-packages (0.9.3)
In [2]:
# Retrieve CPU information from the system
ncpu = !nproc
print("The number of available CPUs is:", ncpu[0])
The number of available CPUs is: 2
In [3]:
import os
import sys
import smtplib
import numpy as np
import pandas as pd
import requests
import json
from email.message import EmailMessage
import matplotlib.pyplot as plt
from datetime import datetime, timedelta
from dotenv import load_dotenv
In [4]:
# Begin the timer for the script processing
startTimeScript = datetime.now()
# Set up the verbose flag to print detailed messages for debugging (setting True will activate!)
verbose = True
# Set up the sendNotification flag to send progress emails (setting True will send emails!)
notifyStatus = False
# Set up the parent directory location for loading the dotenv files
useColab = True
if useColab:
# Mount Google Drive locally for storing files
from google.colab import drive
drive.mount('/content/gdrive')
gdrivePrefix = '/content/gdrive/My Drive/Colab_Downloads/'
env_path = '/content/gdrive/My Drive/Colab Notebooks/'
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Set up the dotenv file for retrieving environment variables
useLocalPC = False
if useLocalPC:
env_path = "/Users/david/PycharmProjects/"
dotenv_path = env_path + "python_script.env"
load_dotenv(dotenv_path=dotenv_path)
# Configure the plotting style
plt.style.use('seaborn')
# Set Pandas options
pd.set_option("display.max_rows", None)
pd.set_option("display.max_columns", None)
# pd.set_option("display.width", 140)
Drive already mounted at /content/gdrive; to attempt to forcibly remount, call drive.mount("/content/gdrive", force_remount=True).
In [5]:
stock_symbol = 'NFLX'
initial_capital = 0
# Specify the parameters for the trading strategy
fast_ma_min = 5
fast_ma_max = 20
slow_ma_min = 10
slow_ma_max = 50
ma_increment = 5
min_ma_gap = 5
model_start_date = datetime(2019, 1, 1)
print("Starting date for the model:", model_start_date)
stock_start_date = model_start_date - timedelta(days=int(slow_ma_max*1.5)) # Need more pricing data to calculate moving averages
model_end_date = datetime.now()
# model_end_date = datetime(2020, 6, 30)
print("Ending date for the model:", model_end_date)
Starting date for the model: 2019-01-01 00:00:00 Ending date for the model: 2020-06-30 21:29:54.754300
Task 2. Acquire and Pre-Process Data¶
In [6]:
# Check and see whether the API key is available
quandl_key = os.environ.get('QUANDL_API')
if quandl_key is None: sys.exit("API key for Quandl not available. Script Processing Aborted!!!")
In [7]:
start_date_string = stock_start_date.strftime('%Y-%m-%d')
end_date_string = model_end_date.strftime('%Y-%m-%d')
quandl_url = "https://www.quandl.com/api/v3/datatables/SHARADAR/SEP.json?date.gte=%s&date.lte=%s&ticker=%s&api_key=%s" % (start_date_string, end_date_string, stock_symbol, quandl_key)
In [8]:
response = requests.get(quandl_url)
quandl_dict = json.loads(response.text)
stock_quandl = pd.DataFrame(quandl_dict['datatable']['data'])
print(len(stock_quandl), 'data points retrieved from the API call.')
427 data points retrieved from the API call.
In [9]:
stock_quandl.columns = ['ticker', 'date', 'open', 'high', 'low', 'close', 'volume', 'dividend', 'closeunadj', 'lastupdated']
# stock_quandl.set_index('date', inplace=True)
stock_quandl.index = pd.to_datetime(stock_quandl.date)
stock_quandl = stock_quandl.sort_index(ascending = True)
stock_quandl.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 427 entries, 2018-10-18 to 2020-06-30 Data columns (total 10 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 ticker 427 non-null object 1 date 427 non-null object 2 open 427 non-null float64 3 high 427 non-null float64 4 low 427 non-null float64 5 close 427 non-null float64 6 volume 427 non-null float64 7 dividend 427 non-null float64 8 closeunadj 427 non-null float64 9 lastupdated 427 non-null object dtypes: float64(7), object(3) memory usage: 36.7+ KB
In [10]:
stock_quandl.head()
Out[10]:
| ticker | date | open | high | low | close | volume | dividend | closeunadj | lastupdated | |
|---|---|---|---|---|---|---|---|---|---|---|
| date | ||||||||||
| 2018-10-18 | NFLX | 2018-10-18 | 360.673 | 362.20 | 346.05 | 346.71 | 18461040.0 | 0.0 | 346.71 | 2020-05-01 |
| 2018-10-19 | NFLX | 2018-10-19 | 351.000 | 355.80 | 332.20 | 332.67 | 16717233.0 | 0.0 | 332.67 | 2020-05-01 |
| 2018-10-22 | NFLX | 2018-10-22 | 333.100 | 335.80 | 320.34 | 329.54 | 17097175.0 | 0.0 | 329.54 | 2020-05-01 |
| 2018-10-23 | NFLX | 2018-10-23 | 318.000 | 336.58 | 316.77 | 333.16 | 14907326.0 | 0.0 | 333.16 | 2020-05-01 |
| 2018-10-24 | NFLX | 2018-10-24 | 332.280 | 333.00 | 300.73 | 301.83 | 19039297.0 | 0.0 | 301.83 | 2020-05-01 |
In [11]:
stock_quandl.tail()
Out[11]:
| ticker | date | open | high | low | close | volume | dividend | closeunadj | lastupdated | |
|---|---|---|---|---|---|---|---|---|---|---|
| date | ||||||||||
| 2020-06-24 | NFLX | 2020-06-24 | 468.54 | 472.36 | 454.00 | 457.85 | 4804903.0 | 0.0 | 457.85 | 2020-06-24 |
| 2020-06-25 | NFLX | 2020-06-25 | 458.86 | 467.01 | 454.00 | 465.91 | 3938090.0 | 0.0 | 465.91 | 2020-06-25 |
| 2020-06-26 | NFLX | 2020-06-26 | 466.39 | 468.03 | 442.24 | 443.40 | 6804726.0 | 0.0 | 443.40 | 2020-06-26 |
| 2020-06-29 | NFLX | 2020-06-29 | 445.23 | 447.67 | 432.14 | 447.24 | 4828402.0 | 0.0 | 447.24 | 2020-06-30 |
| 2020-06-30 | NFLX | 2020-06-30 | 450.02 | 457.59 | 447.00 | 455.04 | 4099942.0 | 0.0 | 455.04 | 2020-06-30 |
In [12]:
title_string = 'Quandl Historical Stock Information for ' + stock_symbol
stock_quandl['close'].plot(figsize=(16,9), title=title_string)
plt.show()
Task 3. Develop Strategy and Train Model¶
3.a) Set up the Dataframe for the Trading Model¶
In [13]:
# Set up the standard column name for modeling
model_template = stock_quandl.loc[:, ['open','close']]
model_template.rename(columns={'open': 'open_price', 'close': 'close_price'}, inplace=True)
if verbose: model_template.info(verbose=True)
<class 'pandas.core.frame.DataFrame'> DatetimeIndex: 427 entries, 2018-10-18 to 2020-06-30 Data columns (total 2 columns): # Column Non-Null Count Dtype --- ------ -------------- ----- 0 open_price 427 non-null float64 1 close_price 427 non-null float64 dtypes: float64(2) memory usage: 10.0 KB
3.b) Set up the Analysis Table with Indicators¶
In [14]:
def trading_ma_crossover(model):
waitfor_first_entry = True
for x in range(len(model)):
if model['ma_change'].iloc[x] > 0:
model['trade_signal'].iloc[x] = 1 # trade_signal = 1 means we should take a long position
else:
model['trade_signal'].iloc[x] = 0 # trade_signal = 0 means we should take a flat position
if x != 0:
model['signal_change'].iloc[x] = model['trade_signal'].iloc[x] - model['trade_signal'].iloc[x-1]
if waitfor_first_entry and (model['signal_change'].iloc[x-1] == 1):
model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
waitfor_first_entry = False
elif (not waitfor_first_entry) and (model['signal_change'].iloc[x-1] != 0):
model['entry_exit'].iloc[x] = model['signal_change'].iloc[x-1]
In [15]:
model_collection = {}
serial_number = 1
for slow_ma in range(slow_ma_min, slow_ma_max+1, ma_increment):
for fast_ma in range(fast_ma_min, fast_ma_max+1, ma_increment):
if (slow_ma - fast_ma) < min_ma_gap: break
print('Processing model with slow_ma of', slow_ma, 'and fast_ma of', fast_ma)
model_name = 'SMA_' + str(serial_number).zfill(3) + '_SlowMA_' + str(slow_ma).zfill(2) + '_FastMA_' + str(fast_ma).zfill(2)
serial_number = serial_number + 1
trading_model = model_template.copy()
trading_model['fast_ma'] = trading_model['close_price'].rolling(fast_ma).mean()
trading_model['slow_ma'] = trading_model['close_price'].rolling(slow_ma).mean()
trading_model['ma_change'] = trading_model['fast_ma'] - trading_model['slow_ma']
trading_model['trade_signal'] = np.zeros(len(trading_model))
trading_model['signal_change'] = np.zeros(len(trading_model))
trading_model['entry_exit'] = np.zeros(len(trading_model))
trading_model = trading_model[model_start_date:model_end_date]
trading_ma_crossover(trading_model)
model_collection[model_name] = trading_model.copy()
print('Model', model_name, 'added to the trading model collection.')
Processing model with slow_ma of 10 and fast_ma of 5 Model SMA_001_SlowMA_10_FastMA_05 added to the trading model collection. Processing model with slow_ma of 15 and fast_ma of 5 Model SMA_002_SlowMA_15_FastMA_05 added to the trading model collection. Processing model with slow_ma of 15 and fast_ma of 10 Model SMA_003_SlowMA_15_FastMA_10 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 5 Model SMA_004_SlowMA_20_FastMA_05 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 10 Model SMA_005_SlowMA_20_FastMA_10 added to the trading model collection. Processing model with slow_ma of 20 and fast_ma of 15 Model SMA_006_SlowMA_20_FastMA_15 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 5 Model SMA_007_SlowMA_25_FastMA_05 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 10 Model SMA_008_SlowMA_25_FastMA_10 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 15 Model SMA_009_SlowMA_25_FastMA_15 added to the trading model collection. Processing model with slow_ma of 25 and fast_ma of 20 Model SMA_010_SlowMA_25_FastMA_20 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 5 Model SMA_011_SlowMA_30_FastMA_05 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 10 Model SMA_012_SlowMA_30_FastMA_10 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 15 Model SMA_013_SlowMA_30_FastMA_15 added to the trading model collection. Processing model with slow_ma of 30 and fast_ma of 20 Model SMA_014_SlowMA_30_FastMA_20 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 5 Model SMA_015_SlowMA_35_FastMA_05 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 10 Model SMA_016_SlowMA_35_FastMA_10 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 15 Model SMA_017_SlowMA_35_FastMA_15 added to the trading model collection. Processing model with slow_ma of 35 and fast_ma of 20 Model SMA_018_SlowMA_35_FastMA_20 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 5 Model SMA_019_SlowMA_40_FastMA_05 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 10 Model SMA_020_SlowMA_40_FastMA_10 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 15 Model SMA_021_SlowMA_40_FastMA_15 added to the trading model collection. Processing model with slow_ma of 40 and fast_ma of 20 Model SMA_022_SlowMA_40_FastMA_20 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 5 Model SMA_023_SlowMA_45_FastMA_05 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 10 Model SMA_024_SlowMA_45_FastMA_10 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 15 Model SMA_025_SlowMA_45_FastMA_15 added to the trading model collection. Processing model with slow_ma of 45 and fast_ma of 20 Model SMA_026_SlowMA_45_FastMA_20 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 5 Model SMA_027_SlowMA_50_FastMA_05 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 10 Model SMA_028_SlowMA_50_FastMA_10 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 15 Model SMA_029_SlowMA_50_FastMA_15 added to the trading model collection. Processing model with slow_ma of 50 and fast_ma of 20 Model SMA_030_SlowMA_50_FastMA_20 added to the trading model collection.
In [16]:
# List the entry/exit points for each model
for key in model_collection:
print('List the signal change and entry/exit points for', key)
if verbose: print(model_collection[key][(model_collection[key].signal_change != 0) | (model_collection[key].entry_exit != 0)])
else: print(model_collection[key][model_collection[key].entry_exit != 0])
print()
List the signal change and entry/exit points for SMA_001_SlowMA_10_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-24 320.600 326.67 333.222 336.7330 -3.5110
2019-01-31 339.680 339.50 336.554 334.8880 1.6660
2019-02-01 337.180 339.85 336.914 333.5540 3.3600
2019-03-04 359.720 351.04 358.860 360.0030 -1.1430
2019-03-05 351.460 354.30 356.726 359.2410 -2.5150
2019-03-14 360.500 358.82 356.952 355.9630 0.9890
2019-03-15 361.020 361.46 359.324 356.3770 2.9470
2019-03-28 354.485 354.61 359.038 363.1960 -4.1580
2019-03-29 357.160 356.56 358.148 362.7060 -4.5580
2019-04-04 370.070 367.88 365.774 362.4060 3.3680
2019-04-05 369.000 365.49 367.560 362.8540 4.7060
2019-04-11 365.000 367.65 364.636 365.2050 -0.5690
2019-04-12 360.690 351.14 361.766 364.6630 -2.8970
2019-04-23 375.450 381.89 366.756 363.0070 3.7490
2019-04-24 381.070 374.23 369.710 363.9590 5.7510
2019-05-09 360.900 362.75 372.256 373.6370 -1.3810
2019-05-10 361.620 361.04 367.458 372.2560 -4.7980
2019-05-22 358.010 359.73 355.174 354.5520 0.6220
2019-05-23 355.500 352.21 353.754 353.4980 0.2560
2019-05-29 353.600 349.19 354.060 354.1430 -0.0830
2019-05-30 350.550 351.85 352.484 353.8290 -1.3450
2019-06-07 357.390 360.87 352.752 351.7250 1.0270
2019-06-10 363.650 352.01 355.828 351.4870 4.3410
2019-06-14 341.630 339.73 346.400 349.5760 -3.1760
2019-06-17 342.690 350.62 346.122 350.9750 -4.8530
2019-06-20 365.910 365.21 355.240 352.9340 2.3060
2019-06-21 365.000 369.21 361.136 353.7680 7.3680
2019-07-15 372.940 366.60 376.056 376.8740 -0.8180
2019-07-16 370.090 365.99 373.268 376.0130 -2.7450
2019-07-30 329.200 325.93 327.762 325.9480 1.8140
2019-07-31 325.160 322.99 328.772 322.0030 6.7690
2019-08-05 310.960 307.63 318.976 321.5060 -2.5300
2019-08-06 310.580 310.10 315.810 321.7860 -5.9760
2019-09-17 294.500 298.60 292.834 292.1440 0.6900
2019-09-18 294.990 291.56 293.492 292.1480 1.3440
2019-09-20 280.260 270.75 288.360 289.5410 -1.1810
2019-09-23 268.345 265.92 282.686 286.6990 -4.0130
2019-10-03 267.780 268.15 267.292 265.5780 1.7140
2019-10-04 268.200 272.79 269.234 265.7820 3.4520
2019-10-22 271.159 266.69 279.934 280.0390 -0.1050
2019-10-23 268.060 271.27 276.932 280.4130 -3.4810
2019-10-30 284.340 291.45 280.568 278.7500 1.8180
2019-10-31 291.000 287.41 283.750 278.1560 5.5940
2019-12-04 308.430 304.32 310.212 310.6430 -0.4310
2019-12-05 305.270 302.86 307.598 310.4130 -2.8150
2019-12-17 307.360 315.48 303.112 302.5710 0.5410
2019-12-18 316.260 320.80 307.486 304.2190 3.2670
2020-01-02 326.100 329.81 327.682 329.4630 -1.7810
2020-01-03 326.780 325.90 326.336 329.9730 -3.6370
2020-01-08 331.490 339.26 332.310 330.3350 1.9750
2020-01-09 342.000 335.66 333.480 330.5810 2.8990
2020-01-22 332.550 326.00 336.294 336.3050 -0.0110
2020-01-23 326.040 349.60 338.400 337.3390 1.0610
2020-01-24 348.460 353.16 341.308 339.0890 2.2190
2020-02-25 372.000 360.09 376.210 378.4330 -2.2230
2020-02-26 366.310 379.24 374.820 378.9880 -4.1680
2020-03-04 377.770 383.79 374.870 374.8450 0.0250
2020-03-05 381.000 372.78 375.084 373.5230 1.5610
2020-03-09 343.860 346.49 368.160 370.1920 -2.0320
2020-03-10 356.425 364.13 367.232 370.5960 -3.3640
2020-03-24 369.990 357.32 339.584 331.7975 7.7865
2020-03-25 361.020 342.39 344.968 331.0445 13.9235
2020-04-27 425.000 421.38 425.664 426.8240 -1.1600
2020-04-28 419.990 403.83 419.664 425.8520 -6.1880
2020-05-05 427.555 424.68 419.968 419.8160 0.1520
2020-05-06 429.300 434.26 424.442 421.1000 3.3420
2020-05-26 427.770 414.77 435.810 439.7860 -3.9760
2020-05-27 410.380 419.89 429.580 438.5930 -9.0130
2020-06-05 407.290 419.60 421.826 420.6280 1.1980
2020-06-08 416.000 419.49 420.540 419.6450 0.8950
2020-06-30 450.020 455.04 453.888 455.5100 -1.6220
trade_signal signal_change entry_exit
date
2019-01-24 0.0 -1.0 0.0
2019-01-31 1.0 1.0 0.0
2019-02-01 1.0 0.0 1.0
2019-03-04 0.0 -1.0 0.0
2019-03-05 0.0 0.0 -1.0
2019-03-14 1.0 1.0 0.0
2019-03-15 1.0 0.0 1.0
2019-03-28 0.0 -1.0 0.0
2019-03-29 0.0 0.0 -1.0
2019-04-04 1.0 1.0 0.0
2019-04-05 1.0 0.0 1.0
2019-04-11 0.0 -1.0 0.0
2019-04-12 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-05-22 1.0 1.0 0.0
2019-05-23 1.0 0.0 1.0
2019-05-29 0.0 -1.0 0.0
2019-05-30 0.0 0.0 -1.0
2019-06-07 1.0 1.0 0.0
2019-06-10 1.0 0.0 1.0
2019-06-14 0.0 -1.0 0.0
2019-06-17 0.0 0.0 -1.0
2019-06-20 1.0 1.0 0.0
2019-06-21 1.0 0.0 1.0
2019-07-15 0.0 -1.0 0.0
2019-07-16 0.0 0.0 -1.0
2019-07-30 1.0 1.0 0.0
2019-07-31 1.0 0.0 1.0
2019-08-05 0.0 -1.0 0.0
2019-08-06 0.0 0.0 -1.0
2019-09-17 1.0 1.0 0.0
2019-09-18 1.0 0.0 1.0
2019-09-20 0.0 -1.0 0.0
2019-09-23 0.0 0.0 -1.0
2019-10-03 1.0 1.0 0.0
2019-10-04 1.0 0.0 1.0
2019-10-22 0.0 -1.0 0.0
2019-10-23 0.0 0.0 -1.0
2019-10-30 1.0 1.0 0.0
2019-10-31 1.0 0.0 1.0
2019-12-04 0.0 -1.0 0.0
2019-12-05 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-01-02 0.0 -1.0 0.0
2020-01-03 0.0 0.0 -1.0
2020-01-08 1.0 1.0 0.0
2020-01-09 1.0 0.0 1.0
2020-01-22 0.0 -1.0 0.0
2020-01-23 1.0 1.0 -1.0
2020-01-24 1.0 0.0 1.0
2020-02-25 0.0 -1.0 0.0
2020-02-26 0.0 0.0 -1.0
2020-03-04 1.0 1.0 0.0
2020-03-05 1.0 0.0 1.0
2020-03-09 0.0 -1.0 0.0
2020-03-10 0.0 0.0 -1.0
2020-03-24 1.0 1.0 0.0
2020-03-25 1.0 0.0 1.0
2020-04-27 0.0 -1.0 0.0
2020-04-28 0.0 0.0 -1.0
2020-05-05 1.0 1.0 0.0
2020-05-06 1.0 0.0 1.0
2020-05-26 0.0 -1.0 0.0
2020-05-27 0.0 0.0 -1.0
2020-06-05 1.0 1.0 0.0
2020-06-08 1.0 0.0 1.0
2020-06-30 0.0 -1.0 0.0
List the signal change and entry/exit points for SMA_002_SlowMA_15_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-03 270.200 271.20 263.633 262.062333 1.570667
2019-01-04 281.880 297.57 272.034 263.575000 8.459000
2019-01-25 328.720 338.05 330.194 330.568000 -0.374000
2019-01-28 334.700 335.66 329.506 333.107333 -3.601333
2019-02-04 342.600 351.34 340.050 338.602667 1.447333
2019-02-05 353.200 355.81 345.432 340.127333 5.304667
2019-03-05 351.460 354.30 356.726 358.800667 -2.074667
2019-03-06 353.600 359.61 356.074 358.776667 -2.702667
2019-03-15 361.020 361.46 359.324 358.062667 1.261333
2019-03-18 362.470 363.44 360.240 358.031333 2.208667
2019-03-28 354.485 354.61 359.038 361.114667 -2.076667
2019-03-29 357.160 356.56 358.148 361.578667 -3.430667
2019-04-04 370.070 367.88 365.774 364.055333 1.718667
2019-04-05 369.000 365.49 367.560 364.324000 3.236000
2019-04-12 360.690 351.14 361.766 362.491333 -0.725333
2019-04-15 350.710 348.87 359.258 361.334000 -2.076000
2019-04-23 375.450 381.89 366.756 364.154667 2.601333
2019-04-24 381.070 374.23 369.710 364.588667 5.121333
2019-05-09 360.900 362.75 372.256 373.234000 -0.978000
2019-05-10 361.620 361.04 367.458 373.280000 -5.822000
2019-06-07 357.390 360.87 352.752 352.401333 0.350667
2019-06-10 363.650 352.01 355.828 352.238667 3.589333
2019-06-13 347.230 343.43 350.628 350.782000 -0.154000
2019-06-14 341.630 339.73 346.400 349.950000 -3.550000
2019-06-19 361.720 363.52 350.884 350.810000 0.074000
2019-06-20 365.910 365.21 355.240 351.700667 3.539333
2019-07-17 366.250 362.44 369.556 373.114000 -3.558000
2019-07-18 323.760 325.21 358.698 370.648000 -11.950000
2019-09-17 294.500 298.60 292.834 292.270667 0.563333
2019-09-18 294.990 291.56 293.492 292.306000 1.186000
2019-09-20 280.260 270.75 288.360 290.226000 -1.866000
2019-09-23 268.345 265.92 282.686 288.370667 -5.684667
2019-10-08 273.030 270.72 270.830 270.127333 0.702667
2019-10-09 270.020 267.53 270.730 268.525333 2.204667
2019-10-23 268.060 271.27 276.932 277.185333 -0.253333
2019-10-24 271.810 271.50 272.562 277.408667 -4.846667
2019-10-30 284.340 291.45 280.568 280.464667 0.103333
2019-10-31 291.000 287.41 283.750 280.926667 2.823333
2019-12-06 304.700 307.35 306.136 307.789333 -1.653333
2019-12-09 307.350 302.50 304.638 308.287333 -3.649333
2019-12-18 316.260 320.80 307.486 306.216667 1.269333
2019-12-19 324.500 332.22 314.242 307.302667 6.939333
2020-02-26 366.310 379.24 374.820 375.868667 -1.048667
2020-02-27 371.460 371.71 371.962 376.004667 -4.042667
2020-03-25 361.020 342.39 344.968 340.849000 4.119000
2020-03-26 344.000 362.99 351.160 340.196333 10.963667
2020-04-30 410.310 419.85 416.388 418.083333 -1.695333
2020-05-01 415.100 415.27 414.444 421.053333 -6.609333
2020-05-06 429.300 434.26 424.442 424.391333 0.050667
2020-05-07 436.890 436.53 427.778 424.215333 3.562667
2020-05-26 427.770 414.77 435.810 437.960000 -2.150000
2020-05-27 410.380 419.89 429.580 437.640667 -8.060667
2020-06-11 428.200 425.56 426.636 423.740667 2.895333
2020-06-12 429.000 418.07 426.330 422.528667 3.801333
trade_signal signal_change entry_exit
date
2019-01-03 1.0 1.0 0.0
2019-01-04 1.0 0.0 1.0
2019-01-25 0.0 -1.0 0.0
2019-01-28 0.0 0.0 -1.0
2019-02-04 1.0 1.0 0.0
2019-02-05 1.0 0.0 1.0
2019-03-05 0.0 -1.0 0.0
2019-03-06 0.0 0.0 -1.0
2019-03-15 1.0 1.0 0.0
2019-03-18 1.0 0.0 1.0
2019-03-28 0.0 -1.0 0.0
2019-03-29 0.0 0.0 -1.0
2019-04-04 1.0 1.0 0.0
2019-04-05 1.0 0.0 1.0
2019-04-12 0.0 -1.0 0.0
2019-04-15 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-09 0.0 -1.0 0.0
2019-05-10 0.0 0.0 -1.0
2019-06-07 1.0 1.0 0.0
2019-06-10 1.0 0.0 1.0
2019-06-13 0.0 -1.0 0.0
2019-06-14 0.0 0.0 -1.0
2019-06-19 1.0 1.0 0.0
2019-06-20 1.0 0.0 1.0
2019-07-17 0.0 -1.0 0.0
2019-07-18 0.0 0.0 -1.0
2019-09-17 1.0 1.0 0.0
2019-09-18 1.0 0.0 1.0
2019-09-20 0.0 -1.0 0.0
2019-09-23 0.0 0.0 -1.0
2019-10-08 1.0 1.0 0.0
2019-10-09 1.0 0.0 1.0
2019-10-23 0.0 -1.0 0.0
2019-10-24 0.0 0.0 -1.0
2019-10-30 1.0 1.0 0.0
2019-10-31 1.0 0.0 1.0
2019-12-06 0.0 -1.0 0.0
2019-12-09 0.0 0.0 -1.0
2019-12-18 1.0 1.0 0.0
2019-12-19 1.0 0.0 1.0
2020-02-26 0.0 -1.0 0.0
2020-02-27 0.0 0.0 -1.0
2020-03-25 1.0 1.0 0.0
2020-03-26 1.0 0.0 1.0
2020-04-30 0.0 -1.0 0.0
2020-05-01 0.0 0.0 -1.0
2020-05-06 1.0 1.0 0.0
2020-05-07 1.0 0.0 1.0
2020-05-26 0.0 -1.0 0.0
2020-05-27 0.0 0.0 -1.0
2020-06-11 1.0 1.0 0.0
2020-06-12 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_003_SlowMA_15_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-07 302.100 315.34 266.5015 266.196333 0.305167
2019-01-08 319.980 320.27 273.8895 269.758333 4.131167
2019-01-31 339.680 339.50 334.8880 336.673333 -1.785333
2019-02-01 337.180 339.85 333.5540 337.686000 -4.132000
2019-02-06 357.000 352.19 340.8630 339.964000 0.899000
2019-02-07 347.900 344.71 342.6670 339.518667 3.148333
2019-03-07 360.160 352.60 358.7740 358.832000 -0.058000
2019-03-08 345.750 349.60 357.4320 358.200667 -0.768667
2019-03-19 366.400 358.78 358.0650 357.618667 0.446333
2019-03-20 358.910 375.22 359.6260 358.442000 1.184000
2019-04-03 369.260 369.75 363.4050 363.451333 -0.046333
2019-04-04 370.070 367.88 362.4060 364.055333 -1.649333
2019-04-10 365.790 363.92 363.9010 363.830667 0.070333
2019-04-11 365.000 367.65 365.2050 363.149333 2.055667
2019-04-17 365.050 354.74 360.5270 361.391333 -0.864333
2019-04-18 355.000 360.35 359.7740 361.774000 -2.000000
2019-04-26 368.350 374.85 365.1200 364.958667 0.161333
2019-04-29 373.680 371.83 367.1890 365.381333 1.807667
2019-05-10 361.620 361.04 372.2560 373.280000 -1.024000
2019-05-13 352.290 345.26 369.5990 371.141333 -1.542333
2019-06-17 342.690 350.62 350.9750 349.698667 1.276333
2019-06-18 355.570 357.12 351.3470 349.854667 1.492333
2019-06-24 370.270 371.04 355.6710 355.723333 -0.052333
2019-06-25 370.750 360.30 356.5740 356.183333 0.390667
2019-06-26 361.600 362.20 358.2380 356.614667 1.623333
2019-07-18 323.760 325.21 369.0630 370.648000 -1.585000
2019-07-19 323.400 315.10 362.5180 366.986667 -4.468667
2019-08-07 302.560 304.29 320.4210 318.692000 1.729000
2019-08-08 311.030 315.90 319.3650 318.071333 1.293667
2019-08-09 313.740 308.93 316.6800 317.660000 -0.980000
2019-08-12 305.460 310.83 314.4930 317.674000 -3.181000
2019-10-09 270.020 267.53 268.5270 268.525333 0.001667
2019-10-10 265.970 280.48 270.2440 268.117333 2.126667
2019-10-29 281.870 281.21 278.2330 278.870000 -0.637000
2019-10-30 284.340 291.45 278.7500 280.464667 -1.714667
2019-11-05 289.990 288.03 282.9220 281.926000 0.996000
2019-11-06 288.190 288.59 284.6540 282.080000 2.574000
2019-12-10 296.120 293.12 306.9380 307.657333 -0.719333
2019-12-11 294.490 298.93 305.5820 307.412667 -1.830667
2019-12-20 335.000 336.90 310.1100 308.785333 1.324667
2019-12-23 337.760 333.10 313.1700 310.326000 2.844000
2020-01-09 342.000 335.66 330.5810 330.802000 -0.221000
2020-01-10 337.130 329.05 330.2230 331.352000 -1.129000
2020-01-14 344.400 338.69 332.7440 331.918000 0.826000
2020-01-15 338.680 339.07 334.2940 332.316000 1.978000
2020-03-02 373.110 381.05 376.9860 377.095333 -0.109333
2020-03-03 381.030 368.77 375.0850 376.942000 -1.857000
2020-03-30 363.000 370.96 345.1130 341.037667 4.075333
2020-03-31 367.930 375.50 350.6880 341.795667 8.892333
2020-05-04 417.780 428.15 420.7310 423.148667 -2.417667
2020-05-05 427.555 424.68 419.8160 423.890667 -4.074667
2020-05-12 442.000 431.82 427.8520 425.122667 2.729333
2020-05-13 435.690 438.27 430.4900 426.246000 4.244000
2020-05-28 417.240 413.44 436.1100 436.252667 -0.142667
2020-05-29 417.460 419.73 433.8880 435.132667 -1.244667
2020-06-11 428.200 425.56 424.2440 423.740667 0.503333
2020-06-12 429.000 418.07 424.0780 422.528667 1.549333
trade_signal signal_change entry_exit
date
2019-01-07 1.0 1.0 0.0
2019-01-08 1.0 0.0 1.0
2019-01-31 0.0 -1.0 0.0
2019-02-01 0.0 0.0 -1.0
2019-02-06 1.0 1.0 0.0
2019-02-07 1.0 0.0 1.0
2019-03-07 0.0 -1.0 0.0
2019-03-08 0.0 0.0 -1.0
2019-03-19 1.0 1.0 0.0
2019-03-20 1.0 0.0 1.0
2019-04-03 0.0 -1.0 0.0
2019-04-04 0.0 0.0 -1.0
2019-04-10 1.0 1.0 0.0
2019-04-11 1.0 0.0 1.0
2019-04-17 0.0 -1.0 0.0
2019-04-18 0.0 0.0 -1.0
2019-04-26 1.0 1.0 0.0
2019-04-29 1.0 0.0 1.0
2019-05-10 0.0 -1.0 0.0
2019-05-13 0.0 0.0 -1.0
2019-06-17 1.0 1.0 0.0
2019-06-18 1.0 0.0 1.0
2019-06-24 0.0 -1.0 0.0
2019-06-25 1.0 1.0 -1.0
2019-06-26 1.0 0.0 1.0
2019-07-18 0.0 -1.0 0.0
2019-07-19 0.0 0.0 -1.0
2019-08-07 1.0 1.0 0.0
2019-08-08 1.0 0.0 1.0
2019-08-09 0.0 -1.0 0.0
2019-08-12 0.0 0.0 -1.0
2019-10-09 1.0 1.0 0.0
2019-10-10 1.0 0.0 1.0
2019-10-29 0.0 -1.0 0.0
2019-10-30 0.0 0.0 -1.0
2019-11-05 1.0 1.0 0.0
2019-11-06 1.0 0.0 1.0
2019-12-10 0.0 -1.0 0.0
2019-12-11 0.0 0.0 -1.0
2019-12-20 1.0 1.0 0.0
2019-12-23 1.0 0.0 1.0
2020-01-09 0.0 -1.0 0.0
2020-01-10 0.0 0.0 -1.0
2020-01-14 1.0 1.0 0.0
2020-01-15 1.0 0.0 1.0
2020-03-02 0.0 -1.0 0.0
2020-03-03 0.0 0.0 -1.0
2020-03-30 1.0 1.0 0.0
2020-03-31 1.0 0.0 1.0
2020-05-04 0.0 -1.0 0.0
2020-05-05 0.0 0.0 -1.0
2020-05-12 1.0 1.0 0.0
2020-05-13 1.0 0.0 1.0
2020-05-28 0.0 -1.0 0.0
2020-05-29 0.0 0.0 -1.0
2020-06-11 1.0 1.0 0.0
2020-06-12 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_004_SlowMA_20_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-04 281.880 297.57 272.034 265.57725 6.45675
2019-01-07 302.100 315.34 283.886 267.20025 16.68575
2019-03-06 353.600 359.61 356.074 356.59100 -0.51700
2019-03-07 360.160 352.60 354.974 356.61150 -1.63750
2019-03-15 361.020 361.46 359.324 358.48150 0.84250
2019-03-18 362.470 363.44 360.240 358.81000 1.43000
2019-03-28 354.485 354.61 359.038 359.57950 -0.54150
2019-03-29 357.160 356.56 358.148 359.54150 -1.39350
2019-04-03 369.260 369.75 363.120 361.51550 1.60450
2019-04-04 370.070 367.88 365.774 362.27950 3.49450
2019-04-12 360.690 351.14 361.766 363.68450 -1.91850
2019-04-15 350.710 348.87 359.258 362.95600 -3.69800
2019-04-23 375.450 381.89 366.756 362.68950 4.06650
2019-04-24 381.070 374.23 369.710 363.40250 6.30750
2019-05-10 361.620 361.04 367.458 368.68800 -1.23000
2019-05-13 352.290 345.26 360.776 368.39400 -7.61800
2019-06-07 357.390 360.87 352.752 352.61150 0.14050
2019-06-10 363.650 352.01 355.828 352.16000 3.66800
2019-06-13 347.230 343.43 350.628 351.88000 -1.25200
2019-06-14 341.630 339.73 346.400 350.90100 -4.50100
2019-06-20 365.910 365.21 355.240 351.89650 3.34350
2019-06-21 365.000 369.21 361.136 352.74650 8.38950
2019-07-17 366.250 362.44 369.556 371.29950 -1.74350
2019-07-18 323.760 325.21 358.698 369.38400 -10.68600
2019-09-18 294.990 291.56 293.492 292.83900 0.65300
2019-09-19 291.560 286.60 293.040 292.27850 0.76150
2019-09-20 280.260 270.75 288.360 290.96950 -2.60950
2019-09-23 268.345 265.92 282.686 289.69350 -7.00750
2019-10-11 284.800 282.93 275.224 273.78700 1.43700
2019-10-14 283.930 285.53 277.438 273.34900 4.08900
2019-10-24 271.810 271.50 272.562 274.87950 -2.31750
2019-10-25 270.680 276.82 272.866 275.56650 -2.70050
2019-10-30 284.340 291.45 280.568 278.03100 2.53700
2019-10-31 291.000 287.41 283.750 278.99400 4.75600
2019-12-10 296.120 293.12 302.030 303.86000 -1.83000
2019-12-11 294.490 298.93 300.952 304.20600 -3.25400
2019-12-18 316.260 320.80 307.486 307.43100 0.05500
2019-12-19 324.500 332.22 314.242 308.78400 5.45800
2020-02-28 364.210 369.03 369.754 372.54350 -2.78950
2020-03-02 373.110 381.05 372.224 374.34150 -2.11750
2020-03-26 344.000 362.99 351.160 348.91825 2.24175
2020-03-27 359.090 357.12 356.018 348.32275 7.69525
2020-05-27 410.380 419.89 429.580 433.22250 -3.64250
2020-05-28 417.240 413.44 422.734 433.30000 -10.56600
2020-06-16 425.760 436.13 427.948 426.72600 1.22200
2020-06-17 441.820 447.77 430.606 426.56250 4.04350
trade_signal signal_change entry_exit
date
2019-01-04 1.0 1.0 0.0
2019-01-07 1.0 0.0 1.0
2019-03-06 0.0 -1.0 0.0
2019-03-07 0.0 0.0 -1.0
2019-03-15 1.0 1.0 0.0
2019-03-18 1.0 0.0 1.0
2019-03-28 0.0 -1.0 0.0
2019-03-29 0.0 0.0 -1.0
2019-04-03 1.0 1.0 0.0
2019-04-04 1.0 0.0 1.0
2019-04-12 0.0 -1.0 0.0
2019-04-15 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-10 0.0 -1.0 0.0
2019-05-13 0.0 0.0 -1.0
2019-06-07 1.0 1.0 0.0
2019-06-10 1.0 0.0 1.0
2019-06-13 0.0 -1.0 0.0
2019-06-14 0.0 0.0 -1.0
2019-06-20 1.0 1.0 0.0
2019-06-21 1.0 0.0 1.0
2019-07-17 0.0 -1.0 0.0
2019-07-18 0.0 0.0 -1.0
2019-09-18 1.0 1.0 0.0
2019-09-19 1.0 0.0 1.0
2019-09-20 0.0 -1.0 0.0
2019-09-23 0.0 0.0 -1.0
2019-10-11 1.0 1.0 0.0
2019-10-14 1.0 0.0 1.0
2019-10-24 0.0 -1.0 0.0
2019-10-25 0.0 0.0 -1.0
2019-10-30 1.0 1.0 0.0
2019-10-31 1.0 0.0 1.0
2019-12-10 0.0 -1.0 0.0
2019-12-11 0.0 0.0 -1.0
2019-12-18 1.0 1.0 0.0
2019-12-19 1.0 0.0 1.0
2020-02-28 0.0 -1.0 0.0
2020-03-02 0.0 0.0 -1.0
2020-03-26 1.0 1.0 0.0
2020-03-27 1.0 0.0 1.0
2020-05-27 0.0 -1.0 0.0
2020-05-28 0.0 0.0 -1.0
2020-06-16 1.0 1.0 0.0
2020-06-17 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_005_SlowMA_20_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-08 319.98 320.27 273.8895 269.95675 3.93275
2019-01-09 317.71 319.96 282.4975 272.46975 10.02775
2019-02-04 342.60 351.34 334.7780 334.84300 -0.06500
2019-02-05 353.20 355.81 337.8430 336.86650 0.97650
2019-02-06 357.00 352.19 340.8630 338.46250 2.40050
2019-03-11 352.00 358.86 356.9270 357.42050 -0.49350
2019-03-12 359.37 356.27 356.0570 357.94750 -1.89050
2019-03-20 358.91 375.22 359.6260 359.41850 0.20750
2019-03-21 374.00 377.87 362.1530 360.46350 1.68950
2019-04-05 369.00 365.49 362.8540 363.07400 -0.22000
2019-04-08 365.11 361.41 362.3720 363.20150 -0.82950
2019-04-10 365.79 363.92 363.9010 363.75900 0.14200
2019-04-11 365.00 367.65 365.2050 364.20050 1.00450
2019-04-15 350.71 348.87 362.8540 362.95600 -0.10200
2019-04-16 355.00 359.46 362.0280 362.99000 -0.96200
2019-04-23 375.45 381.89 363.0070 362.68950 0.31750
2019-04-24 381.07 374.23 363.9590 363.40250 0.55650
2019-04-26 368.35 374.85 365.1200 365.16250 -0.04250
2019-04-29 373.68 371.83 367.1890 365.92600 1.26300
2019-04-30 369.56 370.54 369.3560 366.10500 3.25100
2019-05-14 348.71 345.61 367.1060 368.23100 -1.12500
2019-05-15 343.34 354.99 364.7240 368.00750 -3.28350
2019-06-17 342.69 350.62 350.9750 350.70950 0.26550
2019-06-18 355.57 357.12 351.3470 351.16000 0.18700
2019-07-18 323.76 325.21 369.0630 369.38400 -0.32100
2019-07-19 323.40 315.10 362.5180 366.87850 -4.36050
2019-10-14 283.93 285.53 274.0200 273.34900 0.67100
2019-10-15 283.82 284.25 275.4870 272.63150 2.85550
2019-10-31 291.00 287.41 278.1560 278.99400 -0.83800
2019-11-01 288.70 286.81 279.3070 279.69500 -0.38800
2019-11-04 288.00 292.86 280.7880 280.61500 0.17300
2019-11-05 289.99 288.03 282.9220 281.48050 1.44150
2019-12-12 295.67 298.44 303.8330 304.97250 -1.13950
2019-12-13 298.50 298.50 302.2170 305.41650 -3.19950
2019-12-20 335.00 336.90 310.1100 310.04450 0.06550
2019-12-23 337.76 333.10 313.1700 311.17550 1.99450
2020-03-04 377.77 383.79 374.8450 375.61900 -0.77400
2020-03-05 381.00 372.78 373.5230 375.77450 -2.25150
2020-03-31 367.93 375.50 350.6880 348.15475 2.53325
2020-04-01 376.05 364.08 355.5490 347.16925 8.37975
2020-05-08 434.14 435.55 423.1390 423.74850 -0.60950
2020-05-11 436.33 440.52 425.0530 425.93850 -0.88550
2020-05-12 442.00 431.82 427.8520 426.85200 1.00000
2020-05-13 435.69 438.27 430.4900 427.42800 3.06200
2020-06-01 418.83 425.92 431.0610 433.82650 -2.76550
2020-06-02 425.87 427.31 428.5340 433.78450 -5.25050
2020-06-17 441.82 447.77 427.4980 426.56250 0.93550
2020-06-18 448.73 449.87 431.0520 426.67250 4.37950
trade_signal signal_change entry_exit
date
2019-01-08 1.0 1.0 0.0
2019-01-09 1.0 0.0 1.0
2019-02-04 0.0 -1.0 0.0
2019-02-05 1.0 1.0 -1.0
2019-02-06 1.0 0.0 1.0
2019-03-11 0.0 -1.0 0.0
2019-03-12 0.0 0.0 -1.0
2019-03-20 1.0 1.0 0.0
2019-03-21 1.0 0.0 1.0
2019-04-05 0.0 -1.0 0.0
2019-04-08 0.0 0.0 -1.0
2019-04-10 1.0 1.0 0.0
2019-04-11 1.0 0.0 1.0
2019-04-15 0.0 -1.0 0.0
2019-04-16 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-04-26 0.0 -1.0 0.0
2019-04-29 1.0 1.0 -1.0
2019-04-30 1.0 0.0 1.0
2019-05-14 0.0 -1.0 0.0
2019-05-15 0.0 0.0 -1.0
2019-06-17 1.0 1.0 0.0
2019-06-18 1.0 0.0 1.0
2019-07-18 0.0 -1.0 0.0
2019-07-19 0.0 0.0 -1.0
2019-10-14 1.0 1.0 0.0
2019-10-15 1.0 0.0 1.0
2019-10-31 0.0 -1.0 0.0
2019-11-01 0.0 0.0 -1.0
2019-11-04 1.0 1.0 0.0
2019-11-05 1.0 0.0 1.0
2019-12-12 0.0 -1.0 0.0
2019-12-13 0.0 0.0 -1.0
2019-12-20 1.0 1.0 0.0
2019-12-23 1.0 0.0 1.0
2020-03-04 0.0 -1.0 0.0
2020-03-05 0.0 0.0 -1.0
2020-03-31 1.0 1.0 0.0
2020-04-01 1.0 0.0 1.0
2020-05-08 0.0 -1.0 0.0
2020-05-11 0.0 0.0 -1.0
2020-05-12 1.0 1.0 0.0
2020-05-13 1.0 0.0 1.0
2020-06-01 0.0 -1.0 0.0
2020-06-02 0.0 0.0 -1.0
2020-06-17 1.0 1.0 0.0
2020-06-18 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_006_SlowMA_20_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-09 317.710 319.96 273.569000 272.46975 1.099250
2019-01-10 314.570 324.66 277.150333 275.43675 1.713583
2019-02-07 347.900 344.71 339.518667 339.70000 -0.181333
2019-02-08 338.000 347.57 339.144000 340.84550 -1.701500
2019-02-13 357.300 351.77 343.892000 342.46050 1.431500
2019-02-14 351.750 359.07 346.052000 342.84450 3.207500
2019-03-14 360.500 358.82 358.166667 358.36200 -0.195333
2019-03-15 361.020 361.46 358.062667 358.48150 -0.418833
2019-03-25 359.000 366.23 361.018667 360.47900 0.539667
2019-03-26 367.870 359.97 361.396667 360.22900 1.167667
2019-04-11 365.000 367.65 363.149333 364.20050 -1.051167
2019-04-12 360.690 351.14 362.491333 363.68450 -1.193167
2019-04-18 355.000 360.35 361.774000 361.09000 0.684000
2019-04-22 359.700 377.34 363.159333 361.90650 1.252833
2019-04-26 368.350 374.85 364.958667 365.16250 -0.203833
2019-04-29 373.680 371.83 365.381333 365.92600 -0.544667
2019-05-01 374.000 378.81 366.930000 366.65950 0.270500
2019-05-02 378.000 379.06 367.939333 367.12500 0.814333
2019-05-15 343.340 354.99 367.440000 368.00750 -0.567500
2019-05-16 356.370 359.31 366.838667 368.23600 -1.397333
2019-06-10 363.650 352.01 352.238667 352.16000 0.078667
2019-06-11 355.000 351.27 352.449333 352.46050 -0.011167
2019-06-12 351.820 345.56 351.868667 352.45800 -0.589333
2019-06-21 365.000 369.21 353.429333 352.74650 0.682833
2019-06-24 370.270 371.04 355.723333 353.57900 2.144333
2019-07-22 312.000 310.62 363.206667 363.94900 -0.742333
2019-07-23 311.440 307.30 358.720000 360.76200 -2.042000
2019-08-14 308.010 299.11 316.750667 316.37150 0.379167
2019-08-15 299.500 295.76 314.704000 314.89900 -0.195000
2019-08-16 298.860 302.80 312.505333 314.28400 -1.778667
2019-10-16 283.120 286.28 273.649333 272.36750 1.281833
2019-10-17 304.490 293.35 275.652000 272.70500 2.947000
2019-11-06 288.190 288.59 282.080000 282.53350 -0.453500
2019-11-07 290.700 289.57 281.828000 282.98800 -1.160000
2019-11-11 289.160 294.18 283.988000 283.85250 0.135500
2019-11-12 295.320 292.01 285.676000 284.24050 1.435500
2019-12-16 300.850 304.21 305.667333 305.87550 -0.208167
2019-12-17 307.360 315.48 305.662667 306.52100 -0.858333
2019-12-24 334.010 333.20 312.128667 312.05800 0.070667
2019-12-26 334.600 332.63 314.016000 313.06500 0.951000
2020-01-17 341.000 339.67 333.146667 333.26250 -0.115833
2020-01-21 340.000 338.11 333.748000 333.55700 0.191000
2020-01-22 332.550 326.00 333.927333 333.01200 0.915333
2020-03-09 343.860 346.49 374.044000 374.86150 -0.817500
2020-03-10 356.425 364.13 372.467333 374.51450 -2.047167
2020-04-03 367.360 361.76 348.092667 346.67375 1.418917
2020-04-06 365.220 379.96 353.500667 348.34725 5.153417
2020-05-11 436.330 440.52 425.256667 425.93850 -0.681833
2020-05-12 442.000 431.82 425.122667 426.85200 -1.729333
2020-05-15 440.700 454.19 429.209333 429.12850 0.080833
2020-05-18 451.160 452.58 431.289333 429.88300 1.406333
2020-06-02 425.870 427.31 433.610000 433.78450 -0.174500
2020-06-03 426.950 421.97 432.953333 433.64900 -0.695667
2020-06-18 448.730 449.87 427.985333 426.67250 1.312833
2020-06-19 449.120 453.72 430.251333 427.54600 2.705333
trade_signal signal_change entry_exit
date
2019-01-09 1.0 1.0 0.0
2019-01-10 1.0 0.0 1.0
2019-02-07 0.0 -1.0 0.0
2019-02-08 0.0 0.0 -1.0
2019-02-13 1.0 1.0 0.0
2019-02-14 1.0 0.0 1.0
2019-03-14 0.0 -1.0 0.0
2019-03-15 0.0 0.0 -1.0
2019-03-25 1.0 1.0 0.0
2019-03-26 1.0 0.0 1.0
2019-04-11 0.0 -1.0 0.0
2019-04-12 0.0 0.0 -1.0
2019-04-18 1.0 1.0 0.0
2019-04-22 1.0 0.0 1.0
2019-04-26 0.0 -1.0 0.0
2019-04-29 0.0 0.0 -1.0
2019-05-01 1.0 1.0 0.0
2019-05-02 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 0.0 -1.0 1.0
2019-06-12 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-07-22 0.0 -1.0 0.0
2019-07-23 0.0 0.0 -1.0
2019-08-14 1.0 1.0 0.0
2019-08-15 0.0 -1.0 1.0
2019-08-16 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-11-06 0.0 -1.0 0.0
2019-11-07 0.0 0.0 -1.0
2019-11-11 1.0 1.0 0.0
2019-11-12 1.0 0.0 1.0
2019-12-16 0.0 -1.0 0.0
2019-12-17 0.0 0.0 -1.0
2019-12-24 1.0 1.0 0.0
2019-12-26 1.0 0.0 1.0
2020-01-17 0.0 -1.0 0.0
2020-01-21 1.0 1.0 -1.0
2020-01-22 1.0 0.0 1.0
2020-03-09 0.0 -1.0 0.0
2020-03-10 0.0 0.0 -1.0
2020-04-03 1.0 1.0 0.0
2020-04-06 1.0 0.0 1.0
2020-05-11 0.0 -1.0 0.0
2020-05-12 0.0 0.0 -1.0
2020-05-15 1.0 1.0 0.0
2020-05-18 1.0 0.0 1.0
2020-06-02 0.0 -1.0 0.0
2020-06-03 0.0 0.0 -1.0
2020-06-18 1.0 1.0 0.0
2020-06-19 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_007_SlowMA_25_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-04 281.880 297.57 272.034 269.3882 2.6458
2019-01-07 302.100 315.34 283.886 270.6958 13.1902
2019-03-08 345.750 349.60 353.430 355.2408 -1.8108
2019-03-11 352.000 358.86 354.994 356.0012 -1.0072
2019-03-14 360.500 358.82 356.952 356.6796 0.2724
2019-03-15 361.020 361.46 359.324 357.3496 1.9744
2019-03-28 354.485 354.61 359.038 360.1784 -1.1404
2019-03-29 357.160 356.56 358.148 359.9200 -1.7720
2019-04-03 369.260 369.75 363.120 360.4272 2.6928
2019-04-04 370.070 367.88 365.774 360.8184 4.9556
2019-04-12 360.690 351.14 361.766 362.8124 -1.0464
2019-04-15 350.710 348.87 359.258 362.4128 -3.1548
2019-04-23 375.450 381.89 366.756 363.7160 3.0400
2019-04-24 381.070 374.23 369.710 364.3340 5.3760
2019-05-10 361.620 361.04 367.458 367.8776 -0.4196
2019-05-13 352.290 345.26 360.776 367.0684 -6.2924
2019-06-10 363.650 352.01 355.828 355.2196 0.6084
2019-06-11 355.000 351.27 355.402 354.1236 1.2784
2019-06-13 347.230 343.43 350.628 352.2900 -1.6620
2019-06-14 341.630 339.73 346.400 351.3692 -4.9692
2019-06-20 365.910 365.21 355.240 352.5520 2.6880
2019-06-21 365.000 369.21 361.136 352.9480 8.1880
2019-07-18 323.760 325.21 358.698 365.6840 -6.9860
2019-07-19 323.400 315.10 347.068 364.5508 -17.4828
2019-10-14 283.930 285.53 277.438 276.8216 0.6164
2019-10-15 283.820 284.25 280.144 276.6720 3.4720
2019-10-24 271.810 271.50 272.562 272.6764 -0.1144
2019-10-25 270.680 276.82 272.866 272.9192 -0.0532
2019-10-28 278.050 281.86 273.628 273.5568 0.0712
2019-10-29 281.870 281.21 276.532 274.6216 1.9104
2019-12-11 294.490 298.93 300.952 301.6016 -0.6496
2019-12-12 295.670 298.44 300.068 301.9956 -1.9276
2019-12-18 316.260 320.80 307.486 304.8620 2.6240
2019-12-19 324.500 332.22 314.242 306.8264 7.4156
2020-03-09 343.860 346.49 368.160 373.1052 -4.9452
2020-03-10 356.425 364.13 367.232 373.3504 -6.1184
2020-03-27 359.090 357.12 356.018 352.6090 3.4090
2020-03-30 363.000 370.96 358.156 352.6994 5.4566
2020-05-27 410.380 419.89 429.580 430.5108 -0.9308
2020-05-28 417.240 413.44 422.734 430.1916 -7.4576
2020-06-18 448.730 449.87 435.468 431.2352 4.2328
2020-06-19 449.120 453.72 442.598 431.7060 10.8920
trade_signal signal_change entry_exit
date
2019-01-04 1.0 1.0 0.0
2019-01-07 1.0 0.0 1.0
2019-03-08 0.0 -1.0 0.0
2019-03-11 0.0 0.0 -1.0
2019-03-14 1.0 1.0 0.0
2019-03-15 1.0 0.0 1.0
2019-03-28 0.0 -1.0 0.0
2019-03-29 0.0 0.0 -1.0
2019-04-03 1.0 1.0 0.0
2019-04-04 1.0 0.0 1.0
2019-04-12 0.0 -1.0 0.0
2019-04-15 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-10 0.0 -1.0 0.0
2019-05-13 0.0 0.0 -1.0
2019-06-10 1.0 1.0 0.0
2019-06-11 1.0 0.0 1.0
2019-06-13 0.0 -1.0 0.0
2019-06-14 0.0 0.0 -1.0
2019-06-20 1.0 1.0 0.0
2019-06-21 1.0 0.0 1.0
2019-07-18 0.0 -1.0 0.0
2019-07-19 0.0 0.0 -1.0
2019-10-14 1.0 1.0 0.0
2019-10-15 1.0 0.0 1.0
2019-10-24 0.0 -1.0 0.0
2019-10-25 0.0 0.0 -1.0
2019-10-28 1.0 1.0 0.0
2019-10-29 1.0 0.0 1.0
2019-12-11 0.0 -1.0 0.0
2019-12-12 0.0 0.0 -1.0
2019-12-18 1.0 1.0 0.0
2019-12-19 1.0 0.0 1.0
2020-03-09 0.0 -1.0 0.0
2020-03-10 0.0 0.0 -1.0
2020-03-27 1.0 1.0 0.0
2020-03-30 1.0 0.0 1.0
2020-05-27 0.0 -1.0 0.0
2020-05-28 0.0 0.0 -1.0
2020-06-18 1.0 1.0 0.0
2020-06-19 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_008_SlowMA_25_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-08 319.98 320.27 273.8895 271.9566 1.9329
2019-01-09 317.71 319.96 282.4975 273.3098 9.1877
2019-03-12 359.37 356.27 356.0570 356.1984 -0.1414
2019-03-13 355.81 361.21 355.8910 356.4144 -0.5234
2019-03-20 358.91 375.22 359.6260 359.1164 0.5096
2019-03-21 374.00 377.87 362.1530 360.1604 1.9926
2019-04-16 355.00 359.46 362.0280 362.5404 -0.5124
2019-04-17 365.05 354.74 360.5270 362.2816 -1.7546
2019-04-25 374.49 368.33 364.4000 364.0584 0.3416
2019-04-26 368.35 374.85 365.1200 363.9376 1.1824
2019-05-15 343.34 354.99 364.7240 366.0476 -1.3236
2019-05-16 356.37 359.31 362.7490 365.8632 -3.1142
2019-06-17 342.69 350.62 350.9750 350.9524 0.0226
2019-06-18 355.57 357.12 351.3470 351.4268 -0.0798
2019-06-19 361.72 363.52 352.1260 352.1432 -0.0172
2019-06-20 365.91 365.21 352.9340 352.5520 0.3820
2019-06-21 365.00 369.21 353.7680 352.9480 0.8200
2019-07-19 323.40 315.10 362.5180 364.5508 -2.0328
2019-07-22 312.00 310.62 355.9640 363.3864 -7.4224
2019-10-16 283.12 286.28 277.3120 276.5924 0.7196
2019-10-17 304.49 293.35 279.8320 276.7720 3.0600
2019-12-13 298.50 298.50 302.2170 302.3528 -0.1358
2019-12-16 300.85 304.21 301.6390 302.8584 -1.2194
2019-12-19 324.50 332.22 307.1550 306.8264 0.3286
2019-12-20 335.00 336.90 310.1100 308.7176 1.3924
2020-03-06 367.70 368.97 372.4130 373.0492 -0.6362
2020-03-09 343.86 346.49 370.1920 373.1052 -2.9132
2020-04-01 376.05 364.08 355.5490 352.7094 2.8396
2020-04-02 364.08 370.08 359.3540 352.6442 6.7098
2020-06-02 425.87 427.31 428.5340 430.1872 -1.6532
2020-06-03 426.95 421.97 425.6270 430.9128 -5.2858
2020-06-19 449.12 453.72 434.4640 431.7060 2.7580
2020-06-22 455.01 468.04 439.3190 432.2600 7.0590
trade_signal signal_change entry_exit
date
2019-01-08 1.0 1.0 0.0
2019-01-09 1.0 0.0 1.0
2019-03-12 0.0 -1.0 0.0
2019-03-13 0.0 0.0 -1.0
2019-03-20 1.0 1.0 0.0
2019-03-21 1.0 0.0 1.0
2019-04-16 0.0 -1.0 0.0
2019-04-17 0.0 0.0 -1.0
2019-04-25 1.0 1.0 0.0
2019-04-26 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-17 1.0 1.0 0.0
2019-06-18 0.0 -1.0 1.0
2019-06-19 0.0 0.0 -1.0
2019-06-20 1.0 1.0 0.0
2019-06-21 1.0 0.0 1.0
2019-07-19 0.0 -1.0 0.0
2019-07-22 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-12-13 0.0 -1.0 0.0
2019-12-16 0.0 0.0 -1.0
2019-12-19 1.0 1.0 0.0
2019-12-20 1.0 0.0 1.0
2020-03-06 0.0 -1.0 0.0
2020-03-09 0.0 0.0 -1.0
2020-04-01 1.0 1.0 0.0
2020-04-02 1.0 0.0 1.0
2020-06-02 0.0 -1.0 0.0
2020-06-03 0.0 0.0 -1.0
2020-06-19 1.0 1.0 0.0
2020-06-22 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_009_SlowMA_25_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-09 317.710 319.96 273.569000 273.3098 0.259200
2019-01-10 314.570 324.66 277.150333 274.6842 2.466133
2019-03-19 366.400 358.78 357.618667 358.5064 -0.887733
2019-03-20 358.910 375.22 358.442000 359.1164 -0.674400
2019-03-25 359.000 366.23 361.018667 360.6124 0.406267
2019-03-26 367.870 359.97 361.396667 360.5344 0.862267
2019-04-12 360.690 351.14 362.491333 362.8124 -0.321067
2019-04-15 350.710 348.87 361.334000 362.4128 -1.078800
2019-04-22 359.700 377.34 363.159333 362.9780 0.181333
2019-04-23 375.450 381.89 364.154667 363.7160 0.438667
2019-05-20 351.230 348.11 363.897333 365.2140 -1.316667
2019-05-21 350.950 354.27 362.812667 365.4300 -2.617333
2019-06-21 365.000 369.21 353.429333 352.9480 0.481333
2019-06-24 370.270 371.04 355.723333 353.6116 2.111733
2019-07-22 312.000 310.62 363.206667 363.3864 -0.179733
2019-07-23 311.440 307.30 358.720000 361.6536 -2.933600
2019-10-18 289.360 275.30 276.466667 276.0180 0.448667
2019-10-21 272.890 278.05 277.162000 275.3684 1.793600
2020-03-10 356.425 364.13 372.467333 373.3504 -0.883067
2020-03-11 358.920 349.92 370.049333 372.5868 -2.537467
2020-04-06 365.220 379.96 353.500667 352.3098 1.190867
2020-04-07 380.000 372.28 357.002667 352.4502 4.552467
2020-06-05 407.290 419.60 429.867333 431.0004 -1.133067
2020-06-08 416.000 419.49 427.554000 431.1692 -3.615200
2020-06-22 455.010 468.04 433.059333 432.2600 0.799333
2020-06-23 466.500 466.26 435.656000 432.8072 2.848800
trade_signal signal_change entry_exit
date
2019-01-09 1.0 1.0 0.0
2019-01-10 1.0 0.0 1.0
2019-03-19 0.0 -1.0 0.0
2019-03-20 0.0 0.0 -1.0
2019-03-25 1.0 1.0 0.0
2019-03-26 1.0 0.0 1.0
2019-04-12 0.0 -1.0 0.0
2019-04-15 0.0 0.0 -1.0
2019-04-22 1.0 1.0 0.0
2019-04-23 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-07-22 0.0 -1.0 0.0
2019-07-23 0.0 0.0 -1.0
2019-10-18 1.0 1.0 0.0
2019-10-21 1.0 0.0 1.0
2020-03-10 0.0 -1.0 0.0
2020-03-11 0.0 0.0 -1.0
2020-04-06 1.0 1.0 0.0
2020-04-07 1.0 0.0 1.0
2020-06-05 0.0 -1.0 0.0
2020-06-08 0.0 0.0 -1.0
2020-06-22 1.0 1.0 0.0
2020-06-23 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_010_SlowMA_25_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-10 314.570 324.660 275.43675 274.6842 0.75255
2019-01-11 330.960 337.590 278.57225 277.1746 1.39765
2019-02-15 358.470 356.870 343.02850 343.6128 -0.58430
2019-02-19 355.800 361.920 344.16950 344.5860 -0.41650
2019-02-20 364.850 359.910 345.90700 345.6648 0.24220
2019-02-21 360.030 356.970 347.65600 345.7580 1.89800
2019-03-25 359.000 366.230 360.47900 360.6124 -0.13340
2019-03-26 367.870 359.970 360.22900 360.5344 -0.30540
2019-04-01 359.000 366.960 360.33750 360.0420 0.29550
2019-04-02 366.250 367.720 361.00850 360.1520 0.85650
2019-04-17 365.050 354.740 361.96600 362.2816 -0.31560
2019-04-18 355.000 360.350 361.09000 362.3428 -1.25280
2019-04-25 374.490 368.330 364.15050 364.0584 0.09210
2019-04-26 368.350 374.850 365.16250 363.9376 1.22490
2019-05-21 350.950 354.270 365.09850 365.4300 -0.33150
2019-05-22 358.010 359.730 364.37350 365.4408 -1.06730
2019-06-26 361.600 362.200 354.50550 354.4164 0.08910
2019-06-27 363.200 370.020 355.41400 354.8280 0.58600
2019-07-23 311.440 307.300 360.76200 361.6536 -0.89160
2019-07-24 310.510 317.940 358.64400 360.0864 -1.44240
2019-10-22 271.159 266.690 274.14400 274.0920 0.05200
2019-10-23 268.060 271.270 274.47000 273.2804 1.18960
2019-11-14 283.250 289.620 283.89550 284.4100 -0.51450
2019-11-15 290.590 295.030 284.88200 284.8940 -0.01200
2019-11-18 296.000 302.570 286.10800 285.5756 0.53240
2019-11-19 304.010 302.600 287.90350 286.3096 1.59390
2020-03-12 326.500 315.250 370.08800 370.4100 -0.32200
2020-03-13 330.510 336.295 367.83275 369.1838 -1.35105
2020-04-09 371.060 370.720 352.58825 351.8610 0.72725
2020-04-13 371.310 396.720 355.60950 352.9710 2.63850
2020-05-19 453.397 451.040 430.74350 431.0028 -0.25930
2020-05-20 454.250 447.670 432.05600 431.8396 0.21640
2020-05-21 448.560 436.250 432.53350 431.7228 0.81070
2020-06-08 416.000 419.490 431.00300 431.1692 -0.16620
2020-06-09 421.650 434.050 430.67950 431.4052 -0.72570
2020-06-24 468.540 457.850 433.95450 433.0796 0.87490
2020-06-25 458.860 465.910 436.57800 433.8092 2.76880
trade_signal signal_change entry_exit
date
2019-01-10 1.0 1.0 0.0
2019-01-11 1.0 0.0 1.0
2019-02-15 0.0 -1.0 0.0
2019-02-19 0.0 0.0 -1.0
2019-02-20 1.0 1.0 0.0
2019-02-21 1.0 0.0 1.0
2019-03-25 0.0 -1.0 0.0
2019-03-26 0.0 0.0 -1.0
2019-04-01 1.0 1.0 0.0
2019-04-02 1.0 0.0 1.0
2019-04-17 0.0 -1.0 0.0
2019-04-18 0.0 0.0 -1.0
2019-04-25 1.0 1.0 0.0
2019-04-26 1.0 0.0 1.0
2019-05-21 0.0 -1.0 0.0
2019-05-22 0.0 0.0 -1.0
2019-06-26 1.0 1.0 0.0
2019-06-27 1.0 0.0 1.0
2019-07-23 0.0 -1.0 0.0
2019-07-24 0.0 0.0 -1.0
2019-10-22 1.0 1.0 0.0
2019-10-23 1.0 0.0 1.0
2019-11-14 0.0 -1.0 0.0
2019-11-15 0.0 0.0 -1.0
2019-11-18 1.0 1.0 0.0
2019-11-19 1.0 0.0 1.0
2020-03-12 0.0 -1.0 0.0
2020-03-13 0.0 0.0 -1.0
2020-04-09 1.0 1.0 0.0
2020-04-13 1.0 0.0 1.0
2020-05-19 0.0 -1.0 0.0
2020-05-20 1.0 1.0 -1.0
2020-05-21 1.0 0.0 1.0
2020-06-08 0.0 -1.0 0.0
2020-06-09 0.0 0.0 -1.0
2020-06-24 1.0 1.0 0.0
2020-06-25 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_011_SlowMA_30_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-04 281.880 297.57 272.034 268.356500 3.677500
2019-01-07 302.100 315.34 283.886 269.968500 13.917500
2019-03-28 354.485 354.61 359.038 359.973333 -0.935333
2019-03-29 357.160 356.56 358.148 359.889667 -1.741667
2019-04-03 369.260 369.75 363.120 360.747333 2.372667
2019-04-04 370.070 367.88 365.774 361.111000 4.663000
2019-04-15 350.710 348.87 359.258 361.176333 -1.918333
2019-04-16 355.000 359.46 358.208 361.348333 -3.140333
2019-04-23 375.450 381.89 366.756 363.136667 3.619333
2019-04-24 381.070 374.23 369.710 363.735333 5.974667
2019-05-10 361.620 361.04 367.458 367.527000 -0.069000
2019-05-13 352.290 345.26 360.776 367.150333 -6.374333
2019-06-20 365.910 365.21 355.240 352.781667 2.458333
2019-06-21 365.000 369.21 361.136 352.997000 8.139000
2019-07-18 323.760 325.21 358.698 363.631333 -4.933333
2019-07-19 323.400 315.10 347.068 362.230333 -15.162333
2019-10-15 283.820 284.25 280.144 279.135667 1.008333
2019-10-16 283.120 286.28 283.894 278.961000 4.933000
2019-10-24 271.810 271.50 272.562 276.070333 -3.508333
2019-10-25 270.680 276.82 272.866 275.492667 -2.626667
2019-10-29 281.870 281.21 276.532 274.498667 2.033333
2019-10-30 284.340 291.45 280.568 274.495000 6.073000
2019-12-13 298.500 298.50 298.298 300.156000 -1.858000
2019-12-16 300.850 304.21 298.640 300.736000 -2.096000
2019-12-17 307.360 315.48 303.112 301.490000 1.622000
2019-12-18 316.260 320.80 307.486 302.582333 4.903667
2020-03-09 343.860 346.49 368.160 368.500667 -0.340667
2020-03-10 356.425 364.13 367.232 369.209000 -1.977000
2020-03-30 363.000 370.96 358.156 357.540833 0.615167
2020-03-31 367.930 375.50 361.792 357.131500 4.660500
2020-05-27 410.380 419.89 429.580 430.765667 -1.185667
2020-05-28 417.240 413.44 422.734 430.322000 -7.588000
2020-06-18 448.730 449.87 435.468 432.119000 3.349000
2020-06-19 449.120 453.72 442.598 432.692000 9.906000
trade_signal signal_change entry_exit
date
2019-01-04 1.0 1.0 0.0
2019-01-07 1.0 0.0 1.0
2019-03-28 0.0 -1.0 0.0
2019-03-29 0.0 0.0 -1.0
2019-04-03 1.0 1.0 0.0
2019-04-04 1.0 0.0 1.0
2019-04-15 0.0 -1.0 0.0
2019-04-16 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-10 0.0 -1.0 0.0
2019-05-13 0.0 0.0 -1.0
2019-06-20 1.0 1.0 0.0
2019-06-21 1.0 0.0 1.0
2019-07-18 0.0 -1.0 0.0
2019-07-19 0.0 0.0 -1.0
2019-10-15 1.0 1.0 0.0
2019-10-16 1.0 0.0 1.0
2019-10-24 0.0 -1.0 0.0
2019-10-25 0.0 0.0 -1.0
2019-10-29 1.0 1.0 0.0
2019-10-30 1.0 0.0 1.0
2019-12-13 0.0 -1.0 0.0
2019-12-16 0.0 0.0 -1.0
2019-12-17 1.0 1.0 0.0
2019-12-18 1.0 0.0 1.0
2020-03-09 0.0 -1.0 0.0
2020-03-10 0.0 0.0 -1.0
2020-03-30 1.0 1.0 0.0
2020-03-31 1.0 0.0 1.0
2020-05-27 0.0 -1.0 0.0
2020-05-28 0.0 0.0 -1.0
2020-06-18 1.0 1.0 0.0
2020-06-19 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_012_SlowMA_30_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-08 319.98 320.27 273.8895 271.906500 1.983000
2019-01-09 317.71 319.96 282.4975 273.944500 8.553000
2019-04-17 365.05 354.74 360.5270 361.186000 -0.659000
2019-04-18 355.00 360.35 359.7740 361.444333 -1.670333
2019-04-24 381.07 374.23 363.9590 363.735333 0.223667
2019-04-25 374.49 368.33 364.4000 363.972667 0.427333
2019-05-15 343.34 354.99 364.7240 366.014333 -1.290333
2019-05-16 356.37 359.31 362.7490 365.666333 -2.917333
2019-06-20 365.91 365.21 352.9340 352.781667 0.152333
2019-06-21 365.00 369.21 353.7680 352.997000 0.771000
2019-07-22 312.00 310.62 355.9640 360.555333 -4.591333
2019-07-23 311.44 307.30 348.7010 359.065000 -10.364000
2019-10-17 304.49 293.35 279.8320 278.964333 0.867667
2019-10-18 289.36 275.30 280.0830 278.468667 1.614333
2020-03-11 358.92 349.92 367.6640 369.255667 -1.591667
2020-03-12 326.50 315.25 362.0180 368.325333 -6.307333
2020-04-02 364.08 370.08 359.3540 355.863833 3.490167
2020-04-03 367.36 361.76 362.2470 355.253500 6.993500
2020-06-02 425.87 427.31 428.5340 429.433333 -0.899333
2020-06-03 426.95 421.97 425.6270 429.038000 -3.411000
2020-06-19 449.12 453.72 434.4640 432.692000 1.772000
2020-06-22 455.01 468.04 439.3190 433.775000 5.544000
trade_signal signal_change entry_exit
date
2019-01-08 1.0 1.0 0.0
2019-01-09 1.0 0.0 1.0
2019-04-17 0.0 -1.0 0.0
2019-04-18 0.0 0.0 -1.0
2019-04-24 1.0 1.0 0.0
2019-04-25 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-20 1.0 1.0 0.0
2019-06-21 1.0 0.0 1.0
2019-07-22 0.0 -1.0 0.0
2019-07-23 0.0 0.0 -1.0
2019-10-17 1.0 1.0 0.0
2019-10-18 1.0 0.0 1.0
2020-03-11 0.0 -1.0 0.0
2020-03-12 0.0 0.0 -1.0
2020-04-02 1.0 1.0 0.0
2020-04-03 1.0 0.0 1.0
2020-06-02 0.0 -1.0 0.0
2020-06-03 0.0 0.0 -1.0
2020-06-19 1.0 1.0 0.0
2020-06-22 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_013_SlowMA_30_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-10 314.57 324.660 277.150333 276.052167 1.098167
2019-01-11 330.96 337.590 281.871667 278.417500 3.454167
2019-04-16 355.00 359.460 361.300000 361.348333 -0.048333
2019-04-17 365.05 354.740 361.391333 361.186000 0.205333
2019-04-18 355.00 360.350 361.774000 361.444333 0.329667
2019-05-20 351.23 348.110 363.897333 364.639333 -0.742000
2019-05-21 350.95 354.270 362.812667 364.401333 -1.588667
2019-06-21 365.00 369.210 353.429333 352.997000 0.432333
2019-06-24 370.27 371.040 355.723333 353.330333 2.393000
2019-07-23 311.44 307.300 358.720000 359.065000 -0.345000
2019-07-24 310.51 317.940 354.887333 357.954000 -3.066667
2019-10-23 268.06 271.270 277.185333 276.649000 0.536333
2019-10-24 271.81 271.500 277.408667 276.070333 1.338333
2020-03-12 326.50 315.250 365.332667 368.325333 -2.992667
2020-03-13 330.51 336.295 362.414333 367.943833 -5.529500
2020-04-07 380.00 372.280 357.002667 356.035167 0.967500
2020-04-08 374.01 371.120 360.712667 355.764500 4.948167
2020-06-08 416.00 419.490 427.554000 428.381667 -0.827667
2020-06-09 421.65 434.050 426.318667 428.804000 -2.485333
2020-06-23 466.50 466.260 435.656000 434.633000 1.023000
2020-06-24 468.54 457.850 438.048000 435.500667 2.547333
trade_signal signal_change entry_exit
date
2019-01-10 1.0 1.0 0.0
2019-01-11 1.0 0.0 1.0
2019-04-16 0.0 -1.0 0.0
2019-04-17 1.0 1.0 -1.0
2019-04-18 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-07-23 0.0 -1.0 0.0
2019-07-24 0.0 0.0 -1.0
2019-10-23 1.0 1.0 0.0
2019-10-24 1.0 0.0 1.0
2020-03-12 0.0 -1.0 0.0
2020-03-13 0.0 0.0 -1.0
2020-04-07 1.0 1.0 0.0
2020-04-08 1.0 0.0 1.0
2020-06-08 0.0 -1.0 0.0
2020-06-09 0.0 0.0 -1.0
2020-06-23 1.0 1.0 0.0
2020-06-24 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_014_SlowMA_30_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-11 330.960 337.590 278.57225 278.417500 0.154750
2019-01-14 334.240 332.940 281.41825 280.093833 1.324417
2019-03-27 361.000 353.370 359.75400 359.878667 -0.124667
2019-03-28 354.485 354.610 359.57950 359.973333 -0.393833
2019-04-01 359.000 366.960 360.33750 360.226000 0.111500
2019-04-02 366.250 367.720 361.00850 360.419333 0.589167
2019-04-18 355.000 360.350 361.09000 361.444333 -0.354333
2019-04-22 359.700 377.340 361.90650 362.369000 -0.462500
2019-04-25 374.490 368.330 364.15050 363.972667 0.177833
2019-04-26 368.350 374.850 365.16250 364.507000 0.655500
2019-05-23 355.500 352.210 363.56750 363.845000 -0.277500
2019-05-24 355.410 354.390 362.54450 363.403000 -0.858500
2019-06-24 370.270 371.040 353.57900 353.330333 0.248667
2019-06-25 370.750 360.300 353.85500 353.831667 0.023333
2019-07-25 318.860 326.460 356.85700 357.317333 -0.460333
2019-07-26 328.790 335.780 355.14500 357.062333 -1.917333
2019-10-25 270.680 276.820 275.56650 275.492667 0.073833
2019-10-28 278.050 281.860 276.27850 275.078333 1.200167
2020-03-13 330.510 336.295 367.83275 367.943833 -0.111083
2020-03-16 306.630 298.840 363.75475 366.402167 -2.647417
2020-04-14 397.500 413.550 361.34500 357.737833 3.607167
2020-04-15 413.000 426.750 366.69500 359.670500 7.024500
2020-06-11 428.200 425.560 430.17700 430.281333 -0.104333
2020-06-12 429.000 418.070 428.98300 430.222000 -1.239000
2020-06-25 458.860 465.910 436.57800 436.422000 0.156000
2020-06-26 466.390 443.400 437.76150 436.470333 1.291167
trade_signal signal_change entry_exit
date
2019-01-11 1.0 1.0 0.0
2019-01-14 1.0 0.0 1.0
2019-03-27 0.0 -1.0 0.0
2019-03-28 0.0 0.0 -1.0
2019-04-01 1.0 1.0 0.0
2019-04-02 1.0 0.0 1.0
2019-04-18 0.0 -1.0 0.0
2019-04-22 0.0 0.0 -1.0
2019-04-25 1.0 1.0 0.0
2019-04-26 1.0 0.0 1.0
2019-05-23 0.0 -1.0 0.0
2019-05-24 0.0 0.0 -1.0
2019-06-24 1.0 1.0 0.0
2019-06-25 1.0 0.0 1.0
2019-07-25 0.0 -1.0 0.0
2019-07-26 0.0 0.0 -1.0
2019-10-25 1.0 1.0 0.0
2019-10-28 1.0 0.0 1.0
2020-03-13 0.0 -1.0 0.0
2020-03-16 0.0 0.0 -1.0
2020-04-14 1.0 1.0 0.0
2020-04-15 1.0 0.0 1.0
2020-06-11 0.0 -1.0 0.0
2020-06-12 0.0 0.0 -1.0
2020-06-25 1.0 1.0 0.0
2020-06-26 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_015_SlowMA_35_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-04 281.88 297.57 272.034 270.819857 1.214143
2019-01-07 302.10 315.34 283.886 271.418143 12.467857
2019-03-29 357.16 356.56 358.148 358.880000 -0.732000
2019-04-01 359.00 366.96 358.294 359.434000 -1.140000
2019-04-03 369.26 369.75 363.120 360.341714 2.778286
2019-04-04 370.07 367.88 365.774 360.802000 4.972000
2019-04-15 350.71 348.87 359.258 360.845429 -1.587429
2019-04-16 355.00 359.46 358.208 360.688000 -2.480000
2019-04-23 375.45 381.89 366.756 361.973429 4.782571
2019-04-24 381.07 374.23 369.710 362.542857 7.167143
2019-05-13 352.29 345.26 360.776 365.864286 -5.088286
2019-05-14 348.71 345.61 355.806 365.275143 -9.469143
2019-06-21 365.00 369.21 361.136 355.748286 5.387714
2019-06-24 370.27 371.04 365.220 355.348571 9.871429
2019-07-18 323.76 325.21 358.698 361.423714 -2.725714
2019-07-19 323.40 315.10 347.068 360.373714 -13.305714
2019-10-16 283.12 286.28 283.894 280.912571 2.981429
2019-10-17 304.49 293.35 286.468 280.957714 5.510286
2019-10-23 268.06 271.27 276.932 278.671143 -1.739143
2019-10-24 271.81 271.50 272.562 278.049714 -5.487714
2019-10-30 284.34 291.45 280.568 277.208857 3.359143
2019-10-31 291.00 287.41 283.750 277.167429 6.582571
2020-03-11 358.92 349.92 360.458 365.652286 -5.194286
2020-03-12 326.50 315.25 348.952 365.345143 -16.393143
2020-03-31 367.93 375.50 361.792 360.492143 1.299857
2020-04-01 376.05 364.08 366.130 360.217571 5.912429
2020-05-28 417.24 413.44 422.734 425.386286 -2.652286
2020-05-29 417.46 419.73 419.430 426.775143 -7.345143
2020-06-17 441.82 447.77 430.606 429.937143 0.668857
2020-06-18 448.73 449.87 435.468 431.022286 4.445714
trade_signal signal_change entry_exit
date
2019-01-04 1.0 1.0 0.0
2019-01-07 1.0 0.0 1.0
2019-03-29 0.0 -1.0 0.0
2019-04-01 0.0 0.0 -1.0
2019-04-03 1.0 1.0 0.0
2019-04-04 1.0 0.0 1.0
2019-04-15 0.0 -1.0 0.0
2019-04-16 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-07-18 0.0 -1.0 0.0
2019-07-19 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-10-23 0.0 -1.0 0.0
2019-10-24 0.0 0.0 -1.0
2019-10-30 1.0 1.0 0.0
2019-10-31 1.0 0.0 1.0
2020-03-11 0.0 -1.0 0.0
2020-03-12 0.0 0.0 -1.0
2020-03-31 1.0 1.0 0.0
2020-04-01 1.0 0.0 1.0
2020-05-28 0.0 -1.0 0.0
2020-05-29 0.0 0.0 -1.0
2020-06-17 1.0 1.0 0.0
2020-06-18 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_016_SlowMA_35_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-08 319.980 320.270 273.8895 272.376429 1.513071
2019-01-09 317.710 319.960 282.4975 273.230714 9.266786
2019-04-18 355.000 360.350 359.7740 360.520000 -0.746000
2019-04-22 359.700 377.340 360.9590 361.092000 -0.133000
2019-04-23 375.450 381.890 363.0070 361.973429 1.033571
2019-04-24 381.070 374.230 363.9590 362.542857 1.416143
2019-05-15 343.340 354.990 364.7240 365.132857 -0.408857
2019-05-16 356.370 359.310 362.7490 365.302571 -2.553571
2019-06-24 370.270 371.040 355.6710 355.348571 0.322429
2019-06-25 370.750 360.300 356.5740 354.823714 1.750286
2019-07-22 312.000 310.620 355.9640 359.440571 -3.476571
2019-07-23 311.440 307.300 348.7010 358.602571 -9.901571
2019-10-21 272.890 278.050 280.4420 279.895429 0.546571
2019-10-22 271.159 266.690 280.0390 279.249714 0.789286
2020-03-12 326.500 315.250 362.0180 365.345143 -3.327143
2020-03-13 330.510 336.295 358.7445 364.965000 -6.220500
2020-04-03 367.360 361.760 362.2470 359.372714 2.874286
2020-04-06 365.220 379.960 364.2160 359.360143 4.855857
2020-06-02 425.870 427.310 428.5340 429.226286 -0.692286
2020-06-03 426.950 421.970 425.6270 429.466857 -3.839857
2020-06-18 448.730 449.870 431.0520 431.022286 0.029714
2020-06-19 449.120 453.720 434.4640 431.990000 2.474000
trade_signal signal_change entry_exit
date
2019-01-08 1.0 1.0 0.0
2019-01-09 1.0 0.0 1.0
2019-04-18 0.0 -1.0 0.0
2019-04-22 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-24 1.0 1.0 0.0
2019-06-25 1.0 0.0 1.0
2019-07-22 0.0 -1.0 0.0
2019-07-23 0.0 0.0 -1.0
2019-10-21 1.0 1.0 0.0
2019-10-22 1.0 0.0 1.0
2020-03-12 0.0 -1.0 0.0
2020-03-13 0.0 0.0 -1.0
2020-04-03 1.0 1.0 0.0
2020-04-06 1.0 0.0 1.0
2020-06-02 0.0 -1.0 0.0
2020-06-03 0.0 0.0 -1.0
2020-06-18 1.0 1.0 0.0
2020-06-19 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_017_SlowMA_35_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-09 317.71 319.960 273.569000 273.230714 0.338286
2019-01-10 314.57 324.660 277.150333 274.329286 2.821048
2019-05-20 351.23 348.110 363.897333 365.056571 -1.159238
2019-05-21 350.95 354.270 362.812667 364.694000 -1.881333
2019-06-24 370.27 371.040 355.723333 355.348571 0.374762
2019-06-25 370.75 360.300 356.183333 354.823714 1.359619
2019-07-24 310.51 317.940 354.887333 357.589429 -2.702095
2019-07-25 318.86 326.460 351.203333 356.753143 -5.549810
2019-10-25 270.68 276.820 277.677333 277.668286 0.009048
2019-10-28 278.05 281.860 278.170667 277.311714 0.858952
2020-03-12 326.50 315.250 365.332667 365.345143 -0.012476
2020-03-13 330.51 336.295 362.414333 364.965000 -2.550667
2020-04-08 374.01 371.120 360.712667 358.486714 2.225952
2020-04-09 371.06 370.720 363.292000 358.050143 5.241857
2020-06-08 416.00 419.490 427.554000 428.453714 -0.899714
2020-06-09 421.65 434.050 426.318667 428.355429 -2.036762
2020-06-23 466.50 466.260 435.656000 434.586571 1.069429
2020-06-24 468.54 457.850 438.048000 435.534286 2.513714
trade_signal signal_change entry_exit
date
2019-01-09 1.0 1.0 0.0
2019-01-10 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-06-24 1.0 1.0 0.0
2019-06-25 1.0 0.0 1.0
2019-07-24 0.0 -1.0 0.0
2019-07-25 0.0 0.0 -1.0
2019-10-25 1.0 1.0 0.0
2019-10-28 1.0 0.0 1.0
2020-03-12 0.0 -1.0 0.0
2020-03-13 0.0 0.0 -1.0
2020-04-08 1.0 1.0 0.0
2020-04-09 1.0 0.0 1.0
2020-06-08 0.0 -1.0 0.0
2020-06-09 0.0 0.0 -1.0
2020-06-23 1.0 1.0 0.0
2020-06-24 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_018_SlowMA_35_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-10 314.570 324.66 275.43675 274.329286 1.107464
2019-01-11 330.960 337.59 278.57225 276.243286 2.328964
2019-05-22 358.010 359.73 364.37350 364.465714 -0.092214
2019-05-23 355.500 352.21 363.56750 363.964571 -0.397071
2019-06-27 363.200 370.02 355.41400 354.749143 0.664857
2019-06-28 370.260 367.32 356.61600 354.879714 1.736286
2019-07-26 328.790 335.78 355.14500 356.143143 -0.998143
2019-07-29 335.980 332.70 353.41400 355.338286 -1.924286
2019-10-30 284.340 291.45 278.03100 277.208857 0.822143
2019-10-31 291.000 287.41 278.99400 277.167429 1.826571
2020-03-17 306.180 319.75 360.35325 362.752143 -2.398893
2020-03-18 302.395 315.47 356.81725 361.807857 -4.990607
2020-04-14 397.500 413.55 361.34500 359.807286 1.537714
2020-04-15 413.000 426.75 366.69500 361.711857 4.983143
2020-06-15 421.400 425.50 427.54850 428.260286 -0.711786
2020-06-16 425.760 436.13 426.72600 428.681714 -1.955714
2020-06-25 458.860 465.91 436.57800 436.438571 0.139429
2020-06-26 466.390 443.40 437.76150 436.634857 1.126643
trade_signal signal_change entry_exit
date
2019-01-10 1.0 1.0 0.0
2019-01-11 1.0 0.0 1.0
2019-05-22 0.0 -1.0 0.0
2019-05-23 0.0 0.0 -1.0
2019-06-27 1.0 1.0 0.0
2019-06-28 1.0 0.0 1.0
2019-07-26 0.0 -1.0 0.0
2019-07-29 0.0 0.0 -1.0
2019-10-30 1.0 1.0 0.0
2019-10-31 1.0 0.0 1.0
2020-03-17 0.0 -1.0 0.0
2020-03-18 0.0 0.0 -1.0
2020-04-14 1.0 1.0 0.0
2020-04-15 1.0 0.0 1.0
2020-06-15 0.0 -1.0 0.0
2020-06-16 0.0 0.0 -1.0
2020-06-25 1.0 1.0 0.0
2020-06-26 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_019_SlowMA_40_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-07 302.100 315.34 283.886 275.924875 7.961125
2019-01-08 319.980 320.27 294.408 275.744125 18.663875
2019-04-01 359.000 366.96 358.294 358.295250 -0.001250
2019-04-02 366.250 367.72 359.844 358.704750 1.139250
2019-04-03 369.260 369.75 363.120 359.053250 4.066750
2019-04-15 350.710 348.87 359.258 360.883000 -1.625000
2019-04-16 355.000 359.46 358.208 360.821500 -2.613500
2019-04-23 375.450 381.89 366.756 361.584250 5.171750
2019-04-24 381.070 374.23 369.710 361.815750 7.894250
2019-05-13 352.290 345.26 360.776 366.039250 -5.263250
2019-05-14 348.710 345.61 355.806 365.593500 -9.787500
2019-06-21 365.000 369.21 361.136 358.157000 2.979000
2019-06-24 370.270 371.04 365.220 358.061750 7.158250
2019-07-18 323.760 325.21 358.698 360.503250 -1.805250
2019-07-19 323.400 315.10 347.068 359.387500 -12.319500
2019-10-16 283.120 286.28 283.894 282.603250 1.290750
2019-10-17 304.490 293.35 286.468 282.491750 3.976250
2019-10-22 271.159 266.69 279.934 280.909000 -0.975000
2019-10-23 268.060 271.27 276.932 280.415000 -3.483000
2019-10-30 284.340 291.45 280.568 278.908250 1.659750
2019-10-31 291.000 287.41 283.750 278.762250 4.987750
2020-03-11 358.920 349.92 360.458 362.299750 -1.841750
2020-03-12 326.500 315.25 348.952 361.713750 -12.761750
2020-03-31 367.930 375.50 361.792 361.517375 0.274625
2020-04-01 376.050 364.08 366.130 361.394125 4.735875
2020-05-29 417.460 419.73 419.430 419.808250 -0.378250
2020-06-01 418.830 425.92 418.750 421.204250 -2.454250
2020-06-17 441.820 447.77 430.606 428.653000 1.953000
2020-06-18 448.730 449.87 435.468 429.364250 6.103750
trade_signal signal_change entry_exit
date
2019-01-07 1.0 1.0 0.0
2019-01-08 1.0 0.0 1.0
2019-04-01 0.0 -1.0 0.0
2019-04-02 1.0 1.0 -1.0
2019-04-03 1.0 0.0 1.0
2019-04-15 0.0 -1.0 0.0
2019-04-16 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-07-18 0.0 -1.0 0.0
2019-07-19 0.0 0.0 -1.0
2019-10-16 1.0 1.0 0.0
2019-10-17 1.0 0.0 1.0
2019-10-22 0.0 -1.0 0.0
2019-10-23 0.0 0.0 -1.0
2019-10-30 1.0 1.0 0.0
2019-10-31 1.0 0.0 1.0
2020-03-11 0.0 -1.0 0.0
2020-03-12 0.0 0.0 -1.0
2020-03-31 1.0 1.0 0.0
2020-04-01 1.0 0.0 1.0
2020-05-29 0.0 -1.0 0.0
2020-06-01 0.0 0.0 -1.0
2020-06-17 1.0 1.0 0.0
2020-06-18 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_020_SlowMA_40_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-09 317.71 319.960 282.4975 275.795125 6.702375
2019-01-10 314.57 324.660 289.5965 276.324875 13.271625
2019-04-17 365.05 354.740 360.5270 360.692250 -0.165250
2019-04-18 355.00 360.350 359.7740 360.776750 -1.002750
2019-04-23 375.45 381.890 363.0070 361.584250 1.422750
2019-04-24 381.07 374.230 363.9590 361.815750 2.143250
2019-05-15 343.34 354.990 364.7240 365.498750 -0.774750
2019-05-16 356.37 359.310 362.7490 365.101000 -2.352000
2019-06-26 361.60 362.200 358.2380 357.565000 0.673000
2019-06-27 363.20 370.020 360.8970 357.345250 3.551750
2019-07-22 312.00 310.620 355.9640 358.347750 -2.383750
2019-07-23 311.44 307.300 348.7010 357.170500 -8.469500
2019-11-01 288.70 286.810 279.3070 278.678250 0.628750
2019-11-04 288.00 292.860 280.7880 278.641250 2.146750
2020-03-13 330.51 336.295 358.7445 361.644375 -2.899875
2020-03-16 306.63 298.840 350.5235 360.649875 -10.126375
2020-04-03 367.36 361.760 362.2470 361.274625 0.972375
2020-04-06 365.22 379.960 364.2160 361.604375 2.611625
2020-06-04 422.39 414.330 422.2930 424.944500 -2.651500
2020-06-05 407.29 419.600 420.6280 426.156500 -5.528500
2020-06-18 448.73 449.870 431.0520 429.364250 1.687750
2020-06-19 449.12 453.720 434.4640 430.039750 4.424250
trade_signal signal_change entry_exit
date
2019-01-09 1.0 1.0 0.0
2019-01-10 1.0 0.0 1.0
2019-04-17 0.0 -1.0 0.0
2019-04-18 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-26 1.0 1.0 0.0
2019-06-27 1.0 0.0 1.0
2019-07-22 0.0 -1.0 0.0
2019-07-23 0.0 0.0 -1.0
2019-11-01 1.0 1.0 0.0
2019-11-04 1.0 0.0 1.0
2020-03-13 0.0 -1.0 0.0
2020-03-16 0.0 0.0 -1.0
2020-04-03 1.0 1.0 0.0
2020-04-06 1.0 0.0 1.0
2020-06-04 0.0 -1.0 0.0
2020-06-05 0.0 0.0 -1.0
2020-06-18 1.0 1.0 0.0
2020-06-19 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_021_SlowMA_40_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-10 314.57 324.66 277.150333 276.324875 0.825458
2019-01-11 330.96 337.59 281.871667 277.412875 4.458792
2019-05-20 351.23 348.11 363.897333 364.193000 -0.295667
2019-05-21 350.95 354.27 362.812667 363.894000 -1.081333
2019-06-27 363.20 370.02 357.474000 357.345250 0.128750
2019-06-28 370.26 367.32 357.904000 357.051750 0.852250
2019-07-24 310.51 317.94 354.887333 356.249500 -1.362167
2019-07-25 318.86 326.46 351.203333 355.681250 -4.477917
2019-10-30 284.34 291.45 280.464667 278.908250 1.556417
2019-10-31 291.00 287.41 280.926667 278.762250 2.164417
2020-03-16 306.63 298.84 357.757000 360.649875 -2.892875
2020-03-17 306.18 319.75 355.067667 360.151875 -5.084208
2020-04-09 371.06 370.72 363.292000 361.338125 1.953875
2020-04-13 371.31 396.72 367.551333 361.721125 5.830208
2020-06-09 421.65 434.05 426.318667 428.309000 -1.990333
2020-06-10 436.00 434.48 425.214667 428.832250 -3.617583
2020-06-19 449.12 453.72 430.251333 430.039750 0.211583
2020-06-22 455.01 468.04 433.059333 431.116000 1.943333
trade_signal signal_change entry_exit
date
2019-01-10 1.0 1.0 0.0
2019-01-11 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-06-27 1.0 1.0 0.0
2019-06-28 1.0 0.0 1.0
2019-07-24 0.0 -1.0 0.0
2019-07-25 0.0 0.0 -1.0
2019-10-30 1.0 1.0 0.0
2019-10-31 1.0 0.0 1.0
2020-03-16 0.0 -1.0 0.0
2020-03-17 0.0 0.0 -1.0
2020-04-09 1.0 1.0 0.0
2020-04-13 1.0 0.0 1.0
2020-06-09 0.0 -1.0 0.0
2020-06-10 0.0 0.0 -1.0
2020-06-19 1.0 1.0 0.0
2020-06-22 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_022_SlowMA_40_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-11 330.960 337.59 278.57225 277.412875 1.159375
2019-01-14 334.240 332.94 281.41825 278.376375 3.041875
2019-05-23 355.500 352.21 363.56750 363.859000 -0.291500
2019-05-24 355.410 354.39 362.54450 363.853500 -1.309000
2019-07-01 373.500 374.60 358.51450 356.791000 1.723500
2019-07-02 374.890 375.43 359.61600 356.710000 2.906000
2019-07-26 328.790 335.78 355.14500 355.279500 -0.134500
2019-07-29 335.980 332.70 353.41400 355.015000 -1.601000
2019-10-31 291.000 287.41 278.99400 278.762250 0.231750
2019-11-01 288.700 286.81 279.69500 278.678250 1.016750
2020-03-18 302.395 315.47 356.81725 359.585875 -2.768625
2020-03-19 324.330 332.03 354.11875 359.736625 -5.617875
2020-04-15 413.000 426.75 366.69500 363.524125 3.170875
2020-04-16 437.000 439.17 372.88000 364.848625 8.031375
2020-06-15 421.400 425.50 427.54850 428.338500 -0.790000
2020-06-16 425.760 436.13 426.72600 428.304500 -1.578500
2020-06-24 468.540 457.85 433.95450 433.588500 0.366000
2020-06-25 458.860 465.91 436.57800 434.939000 1.639000
trade_signal signal_change entry_exit
date
2019-01-11 1.0 1.0 0.0
2019-01-14 1.0 0.0 1.0
2019-05-23 0.0 -1.0 0.0
2019-05-24 0.0 0.0 -1.0
2019-07-01 1.0 1.0 0.0
2019-07-02 1.0 0.0 1.0
2019-07-26 0.0 -1.0 0.0
2019-07-29 0.0 0.0 -1.0
2019-10-31 1.0 1.0 0.0
2019-11-01 1.0 0.0 1.0
2020-03-18 0.0 -1.0 0.0
2020-03-19 0.0 0.0 -1.0
2020-04-15 1.0 1.0 0.0
2020-04-16 1.0 0.0 1.0
2020-06-15 0.0 -1.0 0.0
2020-06-16 0.0 0.0 -1.0
2020-06-24 1.0 1.0 0.0
2020-06-25 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_023_SlowMA_45_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-07 302.100 315.340 283.886 279.811889 4.074111
2019-01-08 319.980 320.270 294.408 280.222778 14.185222
2019-04-15 350.710 348.870 359.258 360.194000 -0.936000
2019-04-16 355.000 359.460 358.208 360.499111 -2.291111
2019-04-23 375.450 381.890 366.756 361.535556 5.220444
2019-04-24 381.070 374.230 369.710 361.809111 7.900889
2019-05-13 352.290 345.260 360.776 365.293111 -4.517111
2019-05-14 348.710 345.610 355.806 364.998667 -9.192667
2019-06-21 365.000 369.210 361.136 359.742667 1.393333
2019-06-24 370.270 371.040 365.220 359.980222 5.239778
2019-07-18 323.760 325.210 358.698 359.805778 -1.107778
2019-07-19 323.400 315.100 347.068 358.919333 -11.851333
2019-10-17 304.490 293.350 286.468 284.542444 1.925556
2019-10-18 289.360 275.300 284.942 284.087778 0.854222
2019-10-21 272.890 278.050 283.446 283.537778 -0.091778
2019-10-22 271.159 266.690 279.934 282.589111 -2.655111
2019-10-30 284.340 291.450 280.568 280.432000 0.136000
2019-10-31 291.000 287.410 283.750 280.335111 3.414889
2020-03-12 326.500 315.250 348.952 358.891778 -9.939778
2020-03-13 330.510 336.295 342.417 358.825889 -16.408889
2020-03-31 367.930 375.500 361.792 360.071222 1.720778
2020-04-01 376.050 364.080 366.130 360.417000 5.713000
2020-06-08 416.000 419.490 420.540 421.130444 -0.590444
2020-06-09 421.650 434.050 421.888 422.736889 -0.848889
2020-06-10 436.000 434.480 424.390 423.948444 0.441556
2020-06-11 428.200 425.560 426.636 425.132444 1.503556
2020-06-16 425.760 436.130 427.948 428.268889 -0.320889
2020-06-17 441.820 447.770 430.606 429.029333 1.576667
2020-06-18 448.730 449.870 435.468 429.543111 5.924889
trade_signal signal_change entry_exit
date
2019-01-07 1.0 1.0 0.0
2019-01-08 1.0 0.0 1.0
2019-04-15 0.0 -1.0 0.0
2019-04-16 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-07-18 0.0 -1.0 0.0
2019-07-19 0.0 0.0 -1.0
2019-10-17 1.0 1.0 0.0
2019-10-18 1.0 0.0 1.0
2019-10-21 0.0 -1.0 0.0
2019-10-22 0.0 0.0 -1.0
2019-10-30 1.0 1.0 0.0
2019-10-31 1.0 0.0 1.0
2020-03-12 0.0 -1.0 0.0
2020-03-13 0.0 0.0 -1.0
2020-03-31 1.0 1.0 0.0
2020-04-01 1.0 0.0 1.0
2020-06-08 0.0 -1.0 0.0
2020-06-09 0.0 0.0 -1.0
2020-06-10 1.0 1.0 0.0
2020-06-11 1.0 0.0 1.0
2020-06-16 0.0 -1.0 0.0
2020-06-17 1.0 1.0 -1.0
2020-06-18 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_024_SlowMA_45_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-09 317.71 319.960 282.4975 280.280111 2.217389
2019-01-10 314.57 324.660 289.5965 280.625889 8.970611
2019-04-18 355.00 360.350 359.7740 360.573556 -0.799556
2019-04-22 359.70 377.340 360.9590 360.979556 -0.020556
2019-04-23 375.45 381.890 363.0070 361.535556 1.471444
2019-04-24 381.07 374.230 363.9590 361.809111 2.149889
2019-05-15 343.34 354.990 364.7240 364.970222 -0.246222
2019-05-16 356.37 359.310 362.7490 364.928000 -2.179000
2019-06-27 363.20 370.020 360.8970 359.070444 1.826556
2019-06-28 370.26 367.320 363.6560 359.048000 4.608000
2019-07-22 312.00 310.620 355.9640 357.837333 -1.873333
2019-07-23 311.44 307.300 348.7010 356.789556 -8.088556
2019-11-04 288.00 292.860 280.7880 280.093778 0.694222
2019-11-05 289.99 288.030 282.9220 280.065778 2.856222
2020-03-13 330.51 336.295 358.7445 358.825889 -0.081389
2020-03-16 306.63 298.840 350.5235 358.007667 -7.484167
2020-04-03 367.36 361.760 362.2470 361.326778 0.920222
2020-04-06 365.22 379.960 364.2160 362.101667 2.114333
2020-06-08 416.00 419.490 419.6450 421.130444 -1.485444
2020-06-09 421.65 434.050 421.5730 422.736889 -1.163889
2020-06-18 448.73 449.870 431.0520 429.543111 1.508889
2020-06-19 449.12 453.720 434.4640 429.866444 4.597556
trade_signal signal_change entry_exit
date
2019-01-09 1.0 1.0 0.0
2019-01-10 1.0 0.0 1.0
2019-04-18 0.0 -1.0 0.0
2019-04-22 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-15 0.0 -1.0 0.0
2019-05-16 0.0 0.0 -1.0
2019-06-27 1.0 1.0 0.0
2019-06-28 1.0 0.0 1.0
2019-07-22 0.0 -1.0 0.0
2019-07-23 0.0 0.0 -1.0
2019-11-04 1.0 1.0 0.0
2019-11-05 1.0 0.0 1.0
2020-03-13 0.0 -1.0 0.0
2020-03-16 0.0 0.0 -1.0
2020-04-03 1.0 1.0 0.0
2020-04-06 1.0 0.0 1.0
2020-06-08 0.0 -1.0 0.0
2020-06-09 0.0 0.0 -1.0
2020-06-18 1.0 1.0 0.0
2020-06-19 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_025_SlowMA_45_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-11 330.96 337.59 281.871667 281.118111 0.753556
2019-01-14 334.24 332.94 286.695667 281.609222 5.086444
2019-05-20 351.23 348.11 363.897333 364.534222 -0.636889
2019-05-21 350.95 354.27 362.812667 364.330444 -1.517778
2019-07-01 373.50 374.60 359.410000 359.042444 0.367556
2019-07-02 374.89 375.43 361.020667 359.122444 1.898222
2019-07-24 310.51 317.94 354.887333 356.119111 -1.231778
2019-07-25 318.86 326.46 351.203333 355.501111 -4.297778
2019-10-30 284.34 291.45 280.464667 280.432000 0.032667
2019-10-31 291.00 287.41 280.926667 280.335111 0.591556
2020-03-16 306.63 298.84 357.757000 358.007667 -0.250667
2020-03-17 306.18 319.75 355.067667 357.801000 -2.733333
2020-04-09 371.06 370.72 363.292000 362.489222 0.802778
2020-04-13 371.31 396.72 367.551333 363.150778 4.400556
2020-06-11 428.20 425.56 423.740667 425.132444 -1.391778
2020-06-12 429.00 418.07 422.528667 426.175778 -3.647111
2020-06-19 449.12 453.72 430.251333 429.866444 0.384889
2020-06-22 455.01 468.04 433.059333 430.868222 2.191111
trade_signal signal_change entry_exit
date
2019-01-11 1.0 1.0 0.0
2019-01-14 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-07-01 1.0 1.0 0.0
2019-07-02 1.0 0.0 1.0
2019-07-24 0.0 -1.0 0.0
2019-07-25 0.0 0.0 -1.0
2019-10-30 1.0 1.0 0.0
2019-10-31 1.0 0.0 1.0
2020-03-16 0.0 -1.0 0.0
2020-03-17 0.0 0.0 -1.0
2020-04-09 1.0 1.0 0.0
2020-04-13 1.0 0.0 1.0
2020-06-11 0.0 -1.0 0.0
2020-06-12 0.0 0.0 -1.0
2020-06-19 1.0 1.0 0.0
2020-06-22 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_026_SlowMA_45_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-15 349.600 354.64 285.80825 282.212333 3.595917
2019-01-16 354.000 351.39 290.23775 282.956111 7.281639
2019-05-23 355.500 352.21 363.56750 363.840222 -0.272722
2019-05-24 355.410 354.39 362.54450 363.318444 -0.773944
2019-07-02 374.890 375.43 359.61600 359.122444 0.493556
2019-07-03 376.690 381.72 360.91550 359.370889 1.544611
2019-07-29 335.980 332.70 353.41400 354.535333 -1.121333
2019-07-30 329.200 325.93 350.98050 353.902889 -2.922389
2019-11-04 288.000 292.86 280.61500 280.093778 0.521222
2019-11-05 289.990 288.03 281.48050 280.065778 1.414722
2020-03-18 302.395 315.47 356.81725 357.279889 -0.462639
2020-03-19 324.330 332.03 354.11875 357.131889 -3.013139
2020-04-15 413.000 426.75 366.69500 365.427667 1.267333
2020-04-16 437.000 439.17 372.88000 366.882778 5.997222
2020-06-16 425.760 436.13 426.72600 428.268889 -1.542889
2020-06-17 441.820 447.77 426.56250 429.029333 -2.466833
2020-06-23 466.500 466.26 432.05650 431.507556 0.548944
2020-06-24 468.540 457.85 433.95450 432.041333 1.913167
trade_signal signal_change entry_exit
date
2019-01-15 1.0 1.0 0.0
2019-01-16 1.0 0.0 1.0
2019-05-23 0.0 -1.0 0.0
2019-05-24 0.0 0.0 -1.0
2019-07-02 1.0 1.0 0.0
2019-07-03 1.0 0.0 1.0
2019-07-29 0.0 -1.0 0.0
2019-07-30 0.0 0.0 -1.0
2019-11-04 1.0 1.0 0.0
2019-11-05 1.0 0.0 1.0
2020-03-18 0.0 -1.0 0.0
2020-03-19 0.0 0.0 -1.0
2020-04-15 1.0 1.0 0.0
2020-04-16 1.0 0.0 1.0
2020-06-16 0.0 -1.0 0.0
2020-06-17 0.0 0.0 -1.0
2020-06-23 1.0 1.0 0.0
2020-06-24 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_027_SlowMA_50_FastMA_05
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-07 302.10 315.340 283.886 281.5343 2.3517
2019-01-08 319.98 320.270 294.408 281.9031 12.5049
2019-04-16 355.00 359.460 358.208 359.3694 -1.1614
2019-04-17 365.05 354.740 356.372 359.3480 -2.9760
2019-04-23 375.45 381.890 366.756 360.8502 5.9058
2019-04-24 381.07 374.230 369.710 361.4202 8.2898
2019-05-13 352.29 345.260 360.776 364.1068 -3.3308
2019-05-14 348.71 345.610 355.806 363.9982 -8.1922
2019-06-21 365.00 369.210 361.136 359.4056 1.7304
2019-06-24 370.27 371.040 365.220 359.4734 5.7466
2019-07-18 323.76 325.210 358.698 359.4058 -0.7078
2019-07-19 323.40 315.100 347.068 358.4204 -11.3524
2019-10-31 291.00 287.410 283.750 281.6246 2.1254
2019-11-01 288.70 286.810 285.748 281.4222 4.3258
2020-03-12 326.50 315.250 348.952 355.9198 -6.9678
2020-03-13 330.51 336.295 342.417 356.1743 -13.7573
2020-03-30 363.00 370.960 358.156 357.5425 0.6135
2020-03-31 367.93 375.500 361.792 358.2591 3.5329
trade_signal signal_change entry_exit
date
2019-01-07 1.0 1.0 0.0
2019-01-08 1.0 0.0 1.0
2019-04-16 0.0 -1.0 0.0
2019-04-17 0.0 0.0 -1.0
2019-04-23 1.0 1.0 0.0
2019-04-24 1.0 0.0 1.0
2019-05-13 0.0 -1.0 0.0
2019-05-14 0.0 0.0 -1.0
2019-06-21 1.0 1.0 0.0
2019-06-24 1.0 0.0 1.0
2019-07-18 0.0 -1.0 0.0
2019-07-19 0.0 0.0 -1.0
2019-10-31 1.0 1.0 0.0
2019-11-01 1.0 0.0 1.0
2020-03-12 0.0 -1.0 0.0
2020-03-13 0.0 0.0 -1.0
2020-03-30 1.0 1.0 0.0
2020-03-31 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_028_SlowMA_50_FastMA_10
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-09 317.71 319.96 282.4975 282.0449 0.4526
2019-01-10 314.57 324.66 289.5965 282.5415 7.0550
2019-05-16 356.37 359.31 362.7490 364.0060 -1.2570
2019-05-17 356.39 354.45 359.6910 364.0430 -4.3520
2019-06-27 363.20 370.02 360.8970 360.1344 0.7626
2019-06-28 370.26 367.32 363.6560 360.3860 3.2700
2019-07-22 312.00 310.62 355.9640 357.3778 -1.4138
2019-07-23 311.44 307.30 348.7010 356.3030 -7.6020
2019-11-05 289.99 288.03 282.9220 281.3116 1.6104
2019-11-06 288.19 288.59 284.6540 281.2628 3.3912
2020-03-16 306.63 298.84 350.5235 355.5549 -5.0314
2020-03-17 306.18 319.75 345.6215 355.4319 -9.8104
2020-04-03 367.36 361.76 362.2470 359.9033 2.3437
2020-04-06 365.22 379.96 364.2160 360.4393 3.7767
trade_signal signal_change entry_exit
date
2019-01-09 1.0 1.0 0.0
2019-01-10 1.0 0.0 1.0
2019-05-16 0.0 -1.0 0.0
2019-05-17 0.0 0.0 -1.0
2019-06-27 1.0 1.0 0.0
2019-06-28 1.0 0.0 1.0
2019-07-22 0.0 -1.0 0.0
2019-07-23 0.0 0.0 -1.0
2019-11-05 1.0 1.0 0.0
2019-11-06 1.0 0.0 1.0
2020-03-16 0.0 -1.0 0.0
2020-03-17 0.0 0.0 -1.0
2020-04-03 1.0 1.0 0.0
2020-04-06 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_029_SlowMA_50_FastMA_15
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-14 334.240 332.94 286.695667 284.5391 2.156567
2019-01-15 349.600 354.64 293.912333 285.5963 8.316033
2019-05-20 351.230 348.11 363.897333 364.0132 -0.115867
2019-05-21 350.950 354.27 362.812667 363.9214 -1.108733
2019-07-02 374.890 375.43 361.020667 360.6328 0.387867
2019-07-03 376.690 381.72 363.431333 360.6294 2.801933
2019-07-24 310.510 317.94 354.887333 355.7566 -0.869267
2019-07-25 318.860 326.46 351.203333 355.3736 -4.170267
2019-11-04 288.000 292.86 281.674000 281.4506 0.223400
2019-11-05 289.990 288.03 281.926000 281.3116 0.614400
2020-03-17 306.180 319.75 355.067667 355.4319 -0.364233
2020-03-18 302.395 315.47 350.816333 355.0247 -4.208367
2020-04-09 371.060 370.72 363.292000 362.0305 1.261500
2020-04-13 371.310 396.72 367.551333 363.0101 4.541233
trade_signal signal_change entry_exit
date
2019-01-14 1.0 1.0 0.0
2019-01-15 1.0 0.0 1.0
2019-05-20 0.0 -1.0 0.0
2019-05-21 0.0 0.0 -1.0
2019-07-02 1.0 1.0 0.0
2019-07-03 1.0 0.0 1.0
2019-07-24 0.0 -1.0 0.0
2019-07-25 0.0 0.0 -1.0
2019-11-04 1.0 1.0 0.0
2019-11-05 1.0 0.0 1.0
2020-03-17 0.0 -1.0 0.0
2020-03-18 0.0 0.0 -1.0
2020-04-09 1.0 1.0 0.0
2020-04-13 1.0 0.0 1.0
List the signal change and entry/exit points for SMA_030_SlowMA_50_FastMA_20
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-15 349.60 354.64 285.80825 285.5963 0.21195
2019-01-16 354.00 351.39 290.23775 286.2765 3.96125
2019-05-23 355.50 352.21 363.56750 363.8106 -0.24310
2019-05-24 355.41 354.39 362.54450 363.7220 -1.17750
2019-07-03 376.69 381.72 360.91550 360.6294 0.28610
2019-07-05 378.29 380.55 362.08650 360.7558 1.33070
2019-07-29 335.98 332.70 353.41400 354.4572 -1.04320
2019-07-30 329.20 325.93 350.98050 353.8868 -2.90630
2019-11-05 289.99 288.03 281.48050 281.3116 0.16890
2019-11-06 288.19 288.59 282.53350 281.2628 1.27070
2020-03-19 324.33 332.03 354.11875 355.0503 -0.93155
2020-03-20 342.31 332.83 351.75675 354.9217 -3.16495
2020-04-15 413.00 426.75 366.69500 365.7543 0.94070
2020-04-16 437.00 439.17 372.88000 367.1575 5.72250
2020-06-19 449.12 453.72 427.54600 427.8180 -0.27200
2020-06-22 455.01 468.04 429.48200 429.7644 -0.28240
2020-06-23 466.50 466.26 432.05650 431.1552 0.90130
2020-06-24 468.54 457.85 433.95450 432.0412 1.91330
trade_signal signal_change entry_exit
date
2019-01-15 1.0 1.0 0.0
2019-01-16 1.0 0.0 1.0
2019-05-23 0.0 -1.0 0.0
2019-05-24 0.0 0.0 -1.0
2019-07-03 1.0 1.0 0.0
2019-07-05 1.0 0.0 1.0
2019-07-29 0.0 -1.0 0.0
2019-07-30 0.0 0.0 -1.0
2019-11-05 1.0 1.0 0.0
2019-11-06 1.0 0.0 1.0
2020-03-19 0.0 -1.0 0.0
2020-03-20 0.0 0.0 -1.0
2020-04-15 1.0 1.0 0.0
2020-04-16 1.0 0.0 1.0
2020-06-19 0.0 -1.0 0.0
2020-06-22 0.0 0.0 -1.0
2020-06-23 1.0 1.0 0.0
2020-06-24 1.0 0.0 1.0
In [17]:
if verbose:
for key in model_collection:
graph_data = model_collection[key].copy()
title_string = "Simple Moving Average Crossover Model for " + key
fig = plt.figure(figsize=(16,9))
ylabel = stock_symbol + ' price in $'
ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close_price'].plot(ax=ax1, color='g')
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend(loc='upper left')
plt.show()
Task 4. Back-test Model¶
In [18]:
def trading_portfolio_generation(initial_fund, trading_model):
# Construct a portfolio to track the transactions and returns
portfolio = pd.DataFrame(index=trading_model.index, columns=['trade_action', 'qty_onhand', 'cost_basis', 'sold_transaction', 'gain_loss', 'cash_onhand', 'position_value', 'total_position', 'accumu_return'])
portfolio.iloc[0]['trade_action'] = 0
portfolio.iloc[0]['qty_onhand'] = 0
portfolio.iloc[0]['cost_basis'] = 0.00
portfolio.iloc[0]['sold_transaction'] = 0.00
portfolio.iloc[0]['gain_loss'] = 0.00
portfolio.iloc[0]['cash_onhand'] = initial_capital
portfolio.iloc[0]['position_value'] = 0.00
portfolio.iloc[0]['total_position'] = initial_capital
portfolio.iloc[0]['accumu_return'] = portfolio.iloc[0]['total_position'] - initial_fund
recent_cost = 0
# The conditional parameters below determine how the trading strategy will be carried out
for i in range(1, len(portfolio)):
if (trading_model.iloc[i]['entry_exit'] == 1) and (portfolio.iloc[i-1]['qty_onhand'] == 0):
portfolio.iloc[i]['trade_action'] = 1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['sold_transaction'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] - portfolio.iloc[i]['cost_basis']
recent_cost = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action']
if verbose: print('BOUGHT QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
elif (trading_model.iloc[i]['entry_exit'] == -1) and (portfolio.iloc[i-1]['qty_onhand'] > 0):
portfolio.iloc[i]['trade_action'] = -1
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand'] + portfolio.iloc[i]['trade_action']
portfolio.iloc[i]['cost_basis'] = 0.00
portfolio.iloc[i]['sold_transaction'] = trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'] * -1
portfolio.iloc[i]['gain_loss'] = (recent_cost + (trading_model.iloc[i]['open_price'] * portfolio.iloc[i]['trade_action'])) * -1
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand'] + portfolio.iloc[i]['sold_transaction']
recent_cost = 0.00
if verbose: print('SOLD QTY:', portfolio.iloc[i]['trade_action'], 'on', portfolio.index[i], 'at the price of', trading_model.iloc[i]['open_price'])
else:
portfolio.iloc[i]['trade_action'] = 0
portfolio.iloc[i]['qty_onhand'] = portfolio.iloc[i-1]['qty_onhand']
portfolio.iloc[i]['cost_basis'] = portfolio.iloc[i-1]['cost_basis']
portfolio.iloc[i]['sold_transaction'] = 0.00
portfolio.iloc[i]['gain_loss'] = 0.00
portfolio.iloc[i]['cash_onhand'] = portfolio.iloc[i-1]['cash_onhand']
portfolio.iloc[i]['position_value'] = trading_model.iloc[i]['close_price'] * portfolio.iloc[i]['qty_onhand']
portfolio.iloc[i]['total_position'] = portfolio.iloc[i]['cash_onhand'] + portfolio.iloc[i]['position_value']
portfolio.iloc[i]['accumu_return'] = portfolio.iloc[i]['total_position'] - initial_fund
return portfolio
In [19]:
portfolio_collection = {}
# Build dataframe for reporting model performance summary
performance_summary = pd.DataFrame(columns=['model_name','return_value','return_percent'])
for key in model_collection:
print('Processing portfolio for model:', key)
portfolio_collection[key] = trading_portfolio_generation(initial_capital, model_collection[key])
trade_transactions = portfolio_collection[key][portfolio_collection[key].trade_action != 0]
print(trade_transactions)
print('Accumulated profit/loss for one share of stock with initial capital of $%.0f at the end of modeling period: $%.2f' % (initial_capital, portfolio_collection[key].accumu_return[-1]))
if initial_capital != 0:
return_percentage = portfolio_collection[key].accumu_return[-1] / initial_capital * 100
print('Accumulated return percentage based on the initial capital investment: %.2f%%' % (return_percentage))
else:
return_percentage = None
if trade_transactions.iloc[-1]['trade_action'] == 1:
print('The current status of the model is:', 'Holding a position since', trade_transactions.index.tolist()[-1], '\n')
else:
print('The current status of the model is:', 'Waiting to enter since', trade_transactions.index.tolist()[-1], '\n')
performance_summary = performance_summary.append({'model_name': key, 'return_value': portfolio_collection[key].accumu_return[-1],
'return_percent': return_percentage}, ignore_index=True)
Processing portfolio for model: SMA_001_SlowMA_10_FastMA_05
BOUGHT QTY: 1 on 2019-02-01 00:00:00 at the price of 337.18
SOLD QTY: -1 on 2019-03-05 00:00:00 at the price of 351.46
BOUGHT QTY: 1 on 2019-03-15 00:00:00 at the price of 361.02
SOLD QTY: -1 on 2019-03-29 00:00:00 at the price of 357.16
BOUGHT QTY: 1 on 2019-04-05 00:00:00 at the price of 369.0
SOLD QTY: -1 on 2019-04-12 00:00:00 at the price of 360.69
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 361.62
BOUGHT QTY: 1 on 2019-05-23 00:00:00 at the price of 355.5
SOLD QTY: -1 on 2019-05-30 00:00:00 at the price of 350.55
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 363.65
SOLD QTY: -1 on 2019-06-17 00:00:00 at the price of 342.69
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 365.0
SOLD QTY: -1 on 2019-07-16 00:00:00 at the price of 370.09
BOUGHT QTY: 1 on 2019-07-31 00:00:00 at the price of 325.16
SOLD QTY: -1 on 2019-08-06 00:00:00 at the price of 310.58
BOUGHT QTY: 1 on 2019-09-18 00:00:00 at the price of 294.99
SOLD QTY: -1 on 2019-09-23 00:00:00 at the price of 268.345
BOUGHT QTY: 1 on 2019-10-04 00:00:00 at the price of 268.2
SOLD QTY: -1 on 2019-10-23 00:00:00 at the price of 268.06
BOUGHT QTY: 1 on 2019-10-31 00:00:00 at the price of 291.0
SOLD QTY: -1 on 2019-12-05 00:00:00 at the price of 305.27
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 316.26
SOLD QTY: -1 on 2020-01-03 00:00:00 at the price of 326.78
BOUGHT QTY: 1 on 2020-01-09 00:00:00 at the price of 342.0
SOLD QTY: -1 on 2020-01-23 00:00:00 at the price of 326.04
BOUGHT QTY: 1 on 2020-01-24 00:00:00 at the price of 348.46
SOLD QTY: -1 on 2020-02-26 00:00:00 at the price of 366.31
BOUGHT QTY: 1 on 2020-03-05 00:00:00 at the price of 381.0
SOLD QTY: -1 on 2020-03-10 00:00:00 at the price of 356.425
BOUGHT QTY: 1 on 2020-03-25 00:00:00 at the price of 361.02
SOLD QTY: -1 on 2020-04-28 00:00:00 at the price of 419.99
BOUGHT QTY: 1 on 2020-05-06 00:00:00 at the price of 429.3
SOLD QTY: -1 on 2020-05-27 00:00:00 at the price of 410.38
BOUGHT QTY: 1 on 2020-06-08 00:00:00 at the price of 416.0
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-02-01 1 1 337.18 0 0
2019-03-05 -1 0 0 351.46 14.28
2019-03-15 1 1 361.02 0 0
2019-03-29 -1 0 0 357.16 -3.86
2019-04-05 1 1 369 0 0
2019-04-12 -1 0 0 360.69 -8.31
2019-04-24 1 1 381.07 0 0
2019-05-10 -1 0 0 361.62 -19.45
2019-05-23 1 1 355.5 0 0
2019-05-30 -1 0 0 350.55 -4.95
2019-06-10 1 1 363.65 0 0
2019-06-17 -1 0 0 342.69 -20.96
2019-06-21 1 1 365 0 0
2019-07-16 -1 0 0 370.09 5.09
2019-07-31 1 1 325.16 0 0
2019-08-06 -1 0 0 310.58 -14.58
2019-09-18 1 1 294.99 0 0
2019-09-23 -1 0 0 268.345 -26.645
2019-10-04 1 1 268.2 0 0
2019-10-23 -1 0 0 268.06 -0.14
2019-10-31 1 1 291 0 0
2019-12-05 -1 0 0 305.27 14.27
2019-12-18 1 1 316.26 0 0
2020-01-03 -1 0 0 326.78 10.52
2020-01-09 1 1 342 0 0
2020-01-23 -1 0 0 326.04 -15.96
2020-01-24 1 1 348.46 0 0
2020-02-26 -1 0 0 366.31 17.85
2020-03-05 1 1 381 0 0
2020-03-10 -1 0 0 356.425 -24.575
2020-03-25 1 1 361.02 0 0
2020-04-28 -1 0 0 419.99 58.97
2020-05-06 1 1 429.3 0 0
2020-05-27 -1 0 0 410.38 -18.92
2020-06-08 1 1 416 0 0
cash_onhand position_value total_position accumu_return
date
2019-02-01 -337.18 339.85 2.67 2.67
2019-03-05 14.28 0 14.28 14.28
2019-03-15 -346.74 361.46 14.72 14.72
2019-03-29 10.42 0 10.42 10.42
2019-04-05 -358.58 365.49 6.91 6.91
2019-04-12 2.11 0 2.11 2.11
2019-04-24 -378.96 374.23 -4.73 -4.73
2019-05-10 -17.34 0 -17.34 -17.34
2019-05-23 -372.84 352.21 -20.63 -20.63
2019-05-30 -22.29 0 -22.29 -22.29
2019-06-10 -385.94 352.01 -33.93 -33.93
2019-06-17 -43.25 0 -43.25 -43.25
2019-06-21 -408.25 369.21 -39.04 -39.04
2019-07-16 -38.16 0 -38.16 -38.16
2019-07-31 -363.32 322.99 -40.33 -40.33
2019-08-06 -52.74 0 -52.74 -52.74
2019-09-18 -347.73 291.56 -56.17 -56.17
2019-09-23 -79.385 0 -79.385 -79.385
2019-10-04 -347.585 272.79 -74.795 -74.795
2019-10-23 -79.525 0 -79.525 -79.525
2019-10-31 -370.525 287.41 -83.115 -83.115
2019-12-05 -65.255 0 -65.255 -65.255
2019-12-18 -381.515 320.8 -60.715 -60.715
2020-01-03 -54.735 0 -54.735 -54.735
2020-01-09 -396.735 335.66 -61.075 -61.075
2020-01-23 -70.695 0 -70.695 -70.695
2020-01-24 -419.155 353.16 -65.995 -65.995
2020-02-26 -52.845 0 -52.845 -52.845
2020-03-05 -433.845 372.78 -61.065 -61.065
2020-03-10 -77.42 0 -77.42 -77.42
2020-03-25 -438.44 342.39 -96.05 -96.05
2020-04-28 -18.45 0 -18.45 -18.45
2020-05-06 -447.75 434.26 -13.49 -13.49
2020-05-27 -37.37 0 -37.37 -37.37
2020-06-08 -453.37 419.49 -33.88 -33.88
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $1.67
The current status of the model is: Holding a position since 2020-06-08 00:00:00
Processing portfolio for model: SMA_002_SlowMA_15_FastMA_05
BOUGHT QTY: 1 on 2019-01-04 00:00:00 at the price of 281.88
SOLD QTY: -1 on 2019-01-28 00:00:00 at the price of 334.7
BOUGHT QTY: 1 on 2019-02-05 00:00:00 at the price of 353.2
SOLD QTY: -1 on 2019-03-06 00:00:00 at the price of 353.6
BOUGHT QTY: 1 on 2019-03-18 00:00:00 at the price of 362.47
SOLD QTY: -1 on 2019-03-29 00:00:00 at the price of 357.16
BOUGHT QTY: 1 on 2019-04-05 00:00:00 at the price of 369.0
SOLD QTY: -1 on 2019-04-15 00:00:00 at the price of 350.71
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-10 00:00:00 at the price of 361.62
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 363.65
SOLD QTY: -1 on 2019-06-14 00:00:00 at the price of 341.63
BOUGHT QTY: 1 on 2019-06-20 00:00:00 at the price of 365.91
SOLD QTY: -1 on 2019-07-18 00:00:00 at the price of 323.76
BOUGHT QTY: 1 on 2019-09-18 00:00:00 at the price of 294.99
SOLD QTY: -1 on 2019-09-23 00:00:00 at the price of 268.345
BOUGHT QTY: 1 on 2019-10-09 00:00:00 at the price of 270.02
SOLD QTY: -1 on 2019-10-24 00:00:00 at the price of 271.81
BOUGHT QTY: 1 on 2019-10-31 00:00:00 at the price of 291.0
SOLD QTY: -1 on 2019-12-09 00:00:00 at the price of 307.35
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 324.5
SOLD QTY: -1 on 2020-02-27 00:00:00 at the price of 371.46
BOUGHT QTY: 1 on 2020-03-26 00:00:00 at the price of 344.0
SOLD QTY: -1 on 2020-05-01 00:00:00 at the price of 415.1
BOUGHT QTY: 1 on 2020-05-07 00:00:00 at the price of 436.89
SOLD QTY: -1 on 2020-05-27 00:00:00 at the price of 410.38
BOUGHT QTY: 1 on 2020-06-12 00:00:00 at the price of 429.0
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-04 1 1 281.88 0 0
2019-01-28 -1 0 0 334.7 52.82
2019-02-05 1 1 353.2 0 0
2019-03-06 -1 0 0 353.6 0.4
2019-03-18 1 1 362.47 0 0
2019-03-29 -1 0 0 357.16 -5.31
2019-04-05 1 1 369 0 0
2019-04-15 -1 0 0 350.71 -18.29
2019-04-24 1 1 381.07 0 0
2019-05-10 -1 0 0 361.62 -19.45
2019-06-10 1 1 363.65 0 0
2019-06-14 -1 0 0 341.63 -22.02
2019-06-20 1 1 365.91 0 0
2019-07-18 -1 0 0 323.76 -42.15
2019-09-18 1 1 294.99 0 0
2019-09-23 -1 0 0 268.345 -26.645
2019-10-09 1 1 270.02 0 0
2019-10-24 -1 0 0 271.81 1.79
2019-10-31 1 1 291 0 0
2019-12-09 -1 0 0 307.35 16.35
2019-12-19 1 1 324.5 0 0
2020-02-27 -1 0 0 371.46 46.96
2020-03-26 1 1 344 0 0
2020-05-01 -1 0 0 415.1 71.1
2020-05-07 1 1 436.89 0 0
2020-05-27 -1 0 0 410.38 -26.51
2020-06-12 1 1 429 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-04 -281.88 297.57 15.69 15.69
2019-01-28 52.82 0 52.82 52.82
2019-02-05 -300.38 355.81 55.43 55.43
2019-03-06 53.22 0 53.22 53.22
2019-03-18 -309.25 363.44 54.19 54.19
2019-03-29 47.91 0 47.91 47.91
2019-04-05 -321.09 365.49 44.4 44.4
2019-04-15 29.62 0 29.62 29.62
2019-04-24 -351.45 374.23 22.78 22.78
2019-05-10 10.17 0 10.17 10.17
2019-06-10 -353.48 352.01 -1.47 -1.47
2019-06-14 -11.85 0 -11.85 -11.85
2019-06-20 -377.76 365.21 -12.55 -12.55
2019-07-18 -54 0 -54 -54
2019-09-18 -348.99 291.56 -57.43 -57.43
2019-09-23 -80.645 0 -80.645 -80.645
2019-10-09 -350.665 267.53 -83.135 -83.135
2019-10-24 -78.855 0 -78.855 -78.855
2019-10-31 -369.855 287.41 -82.445 -82.445
2019-12-09 -62.505 0 -62.505 -62.505
2019-12-19 -387.005 332.22 -54.785 -54.785
2020-02-27 -15.545 0 -15.545 -15.545
2020-03-26 -359.545 362.99 3.445 3.445
2020-05-01 55.555 0 55.555 55.555
2020-05-07 -381.335 436.53 55.195 55.195
2020-05-27 29.045 0 29.045 29.045
2020-06-12 -399.955 418.07 18.115 18.115
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $55.09
The current status of the model is: Holding a position since 2020-06-12 00:00:00
Processing portfolio for model: SMA_003_SlowMA_15_FastMA_10
BOUGHT QTY: 1 on 2019-01-08 00:00:00 at the price of 319.98
SOLD QTY: -1 on 2019-02-01 00:00:00 at the price of 337.18
BOUGHT QTY: 1 on 2019-02-07 00:00:00 at the price of 347.9
SOLD QTY: -1 on 2019-03-08 00:00:00 at the price of 345.75
BOUGHT QTY: 1 on 2019-03-20 00:00:00 at the price of 358.91
SOLD QTY: -1 on 2019-04-04 00:00:00 at the price of 370.07
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 365.0
SOLD QTY: -1 on 2019-04-18 00:00:00 at the price of 355.0
BOUGHT QTY: 1 on 2019-04-29 00:00:00 at the price of 373.68
SOLD QTY: -1 on 2019-05-13 00:00:00 at the price of 352.29
BOUGHT QTY: 1 on 2019-06-18 00:00:00 at the price of 355.57
SOLD QTY: -1 on 2019-06-25 00:00:00 at the price of 370.75
BOUGHT QTY: 1 on 2019-06-26 00:00:00 at the price of 361.6
SOLD QTY: -1 on 2019-07-19 00:00:00 at the price of 323.4
BOUGHT QTY: 1 on 2019-08-08 00:00:00 at the price of 311.03
SOLD QTY: -1 on 2019-08-12 00:00:00 at the price of 305.46
BOUGHT QTY: 1 on 2019-10-10 00:00:00 at the price of 265.97
SOLD QTY: -1 on 2019-10-30 00:00:00 at the price of 284.34
BOUGHT QTY: 1 on 2019-11-06 00:00:00 at the price of 288.19
SOLD QTY: -1 on 2019-12-11 00:00:00 at the price of 294.49
BOUGHT QTY: 1 on 2019-12-23 00:00:00 at the price of 337.76
SOLD QTY: -1 on 2020-01-10 00:00:00 at the price of 337.13
BOUGHT QTY: 1 on 2020-01-15 00:00:00 at the price of 338.68
SOLD QTY: -1 on 2020-03-03 00:00:00 at the price of 381.03
BOUGHT QTY: 1 on 2020-03-31 00:00:00 at the price of 367.93
SOLD QTY: -1 on 2020-05-05 00:00:00 at the price of 427.555
BOUGHT QTY: 1 on 2020-05-13 00:00:00 at the price of 435.69
SOLD QTY: -1 on 2020-05-29 00:00:00 at the price of 417.46
BOUGHT QTY: 1 on 2020-06-12 00:00:00 at the price of 429.0
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-08 1 1 319.98 0 0
2019-02-01 -1 0 0 337.18 17.2
2019-02-07 1 1 347.9 0 0
2019-03-08 -1 0 0 345.75 -2.15
2019-03-20 1 1 358.91 0 0
2019-04-04 -1 0 0 370.07 11.16
2019-04-11 1 1 365 0 0
2019-04-18 -1 0 0 355 -10
2019-04-29 1 1 373.68 0 0
2019-05-13 -1 0 0 352.29 -21.39
2019-06-18 1 1 355.57 0 0
2019-06-25 -1 0 0 370.75 15.18
2019-06-26 1 1 361.6 0 0
2019-07-19 -1 0 0 323.4 -38.2
2019-08-08 1 1 311.03 0 0
2019-08-12 -1 0 0 305.46 -5.57
2019-10-10 1 1 265.97 0 0
2019-10-30 -1 0 0 284.34 18.37
2019-11-06 1 1 288.19 0 0
2019-12-11 -1 0 0 294.49 6.3
2019-12-23 1 1 337.76 0 0
2020-01-10 -1 0 0 337.13 -0.63
2020-01-15 1 1 338.68 0 0
2020-03-03 -1 0 0 381.03 42.35
2020-03-31 1 1 367.93 0 0
2020-05-05 -1 0 0 427.555 59.625
2020-05-13 1 1 435.69 0 0
2020-05-29 -1 0 0 417.46 -18.23
2020-06-12 1 1 429 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-08 -319.98 320.27 0.29 0.29
2019-02-01 17.2 0 17.2 17.2
2019-02-07 -330.7 344.71 14.01 14.01
2019-03-08 15.05 0 15.05 15.05
2019-03-20 -343.86 375.22 31.36 31.36
2019-04-04 26.21 0 26.21 26.21
2019-04-11 -338.79 367.65 28.86 28.86
2019-04-18 16.21 0 16.21 16.21
2019-04-29 -357.47 371.83 14.36 14.36
2019-05-13 -5.18 0 -5.18 -5.18
2019-06-18 -360.75 357.12 -3.63 -3.63
2019-06-25 10 0 10 10
2019-06-26 -351.6 362.2 10.6 10.6
2019-07-19 -28.2 0 -28.2 -28.2
2019-08-08 -339.23 315.9 -23.33 -23.33
2019-08-12 -33.77 0 -33.77 -33.77
2019-10-10 -299.74 280.48 -19.26 -19.26
2019-10-30 -15.4 0 -15.4 -15.4
2019-11-06 -303.59 288.59 -15 -15
2019-12-11 -9.1 0 -9.1 -9.1
2019-12-23 -346.86 333.1 -13.76 -13.76
2020-01-10 -9.73 0 -9.73 -9.73
2020-01-15 -348.41 339.07 -9.34 -9.34
2020-03-03 32.62 0 32.62 32.62
2020-03-31 -335.31 375.5 40.19 40.19
2020-05-05 92.245 0 92.245 92.245
2020-05-13 -343.445 438.27 94.825 94.825
2020-05-29 74.015 0 74.015 74.015
2020-06-12 -354.985 418.07 63.085 63.085
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $100.05
The current status of the model is: Holding a position since 2020-06-12 00:00:00
Processing portfolio for model: SMA_004_SlowMA_20_FastMA_05
BOUGHT QTY: 1 on 2019-01-07 00:00:00 at the price of 302.1
SOLD QTY: -1 on 2019-03-07 00:00:00 at the price of 360.16
BOUGHT QTY: 1 on 2019-03-18 00:00:00 at the price of 362.47
SOLD QTY: -1 on 2019-03-29 00:00:00 at the price of 357.16
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 370.07
SOLD QTY: -1 on 2019-04-15 00:00:00 at the price of 350.71
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-13 00:00:00 at the price of 352.29
BOUGHT QTY: 1 on 2019-06-10 00:00:00 at the price of 363.65
SOLD QTY: -1 on 2019-06-14 00:00:00 at the price of 341.63
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 365.0
SOLD QTY: -1 on 2019-07-18 00:00:00 at the price of 323.76
BOUGHT QTY: 1 on 2019-09-19 00:00:00 at the price of 291.56
SOLD QTY: -1 on 2019-09-23 00:00:00 at the price of 268.345
BOUGHT QTY: 1 on 2019-10-14 00:00:00 at the price of 283.93
SOLD QTY: -1 on 2019-10-25 00:00:00 at the price of 270.68
BOUGHT QTY: 1 on 2019-10-31 00:00:00 at the price of 291.0
SOLD QTY: -1 on 2019-12-11 00:00:00 at the price of 294.49
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 324.5
SOLD QTY: -1 on 2020-03-02 00:00:00 at the price of 373.11
BOUGHT QTY: 1 on 2020-03-27 00:00:00 at the price of 359.09
SOLD QTY: -1 on 2020-05-28 00:00:00 at the price of 417.24
BOUGHT QTY: 1 on 2020-06-17 00:00:00 at the price of 441.82
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-07 1 1 302.1 0 0
2019-03-07 -1 0 0 360.16 58.06
2019-03-18 1 1 362.47 0 0
2019-03-29 -1 0 0 357.16 -5.31
2019-04-04 1 1 370.07 0 0
2019-04-15 -1 0 0 350.71 -19.36
2019-04-24 1 1 381.07 0 0
2019-05-13 -1 0 0 352.29 -28.78
2019-06-10 1 1 363.65 0 0
2019-06-14 -1 0 0 341.63 -22.02
2019-06-21 1 1 365 0 0
2019-07-18 -1 0 0 323.76 -41.24
2019-09-19 1 1 291.56 0 0
2019-09-23 -1 0 0 268.345 -23.215
2019-10-14 1 1 283.93 0 0
2019-10-25 -1 0 0 270.68 -13.25
2019-10-31 1 1 291 0 0
2019-12-11 -1 0 0 294.49 3.49
2019-12-19 1 1 324.5 0 0
2020-03-02 -1 0 0 373.11 48.61
2020-03-27 1 1 359.09 0 0
2020-05-28 -1 0 0 417.24 58.15
2020-06-17 1 1 441.82 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-07 -302.1 315.34 13.24 13.24
2019-03-07 58.06 0 58.06 58.06
2019-03-18 -304.41 363.44 59.03 59.03
2019-03-29 52.75 0 52.75 52.75
2019-04-04 -317.32 367.88 50.56 50.56
2019-04-15 33.39 0 33.39 33.39
2019-04-24 -347.68 374.23 26.55 26.55
2019-05-13 4.61 0 4.61 4.61
2019-06-10 -359.04 352.01 -7.03 -7.03
2019-06-14 -17.41 0 -17.41 -17.41
2019-06-21 -382.41 369.21 -13.2 -13.2
2019-07-18 -58.65 0 -58.65 -58.65
2019-09-19 -350.21 286.6 -63.61 -63.61
2019-09-23 -81.865 0 -81.865 -81.865
2019-10-14 -365.795 285.53 -80.265 -80.265
2019-10-25 -95.115 0 -95.115 -95.115
2019-10-31 -386.115 287.41 -98.705 -98.705
2019-12-11 -91.625 0 -91.625 -91.625
2019-12-19 -416.125 332.22 -83.905 -83.905
2020-03-02 -43.015 0 -43.015 -43.015
2020-03-27 -402.105 357.12 -44.985 -44.985
2020-05-28 15.135 0 15.135 15.135
2020-06-17 -426.685 447.77 21.085 21.085
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $28.36
The current status of the model is: Holding a position since 2020-06-17 00:00:00
Processing portfolio for model: SMA_005_SlowMA_20_FastMA_10
BOUGHT QTY: 1 on 2019-01-09 00:00:00 at the price of 317.71
SOLD QTY: -1 on 2019-02-05 00:00:00 at the price of 353.2
BOUGHT QTY: 1 on 2019-02-06 00:00:00 at the price of 357.0
SOLD QTY: -1 on 2019-03-12 00:00:00 at the price of 359.37
BOUGHT QTY: 1 on 2019-03-21 00:00:00 at the price of 374.0
SOLD QTY: -1 on 2019-04-08 00:00:00 at the price of 365.11
BOUGHT QTY: 1 on 2019-04-11 00:00:00 at the price of 365.0
SOLD QTY: -1 on 2019-04-16 00:00:00 at the price of 355.0
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-04-29 00:00:00 at the price of 373.68
BOUGHT QTY: 1 on 2019-04-30 00:00:00 at the price of 369.56
SOLD QTY: -1 on 2019-05-15 00:00:00 at the price of 343.34
BOUGHT QTY: 1 on 2019-06-18 00:00:00 at the price of 355.57
SOLD QTY: -1 on 2019-07-19 00:00:00 at the price of 323.4
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 283.82
SOLD QTY: -1 on 2019-11-01 00:00:00 at the price of 288.7
BOUGHT QTY: 1 on 2019-11-05 00:00:00 at the price of 289.99
SOLD QTY: -1 on 2019-12-13 00:00:00 at the price of 298.5
BOUGHT QTY: 1 on 2019-12-23 00:00:00 at the price of 337.76
SOLD QTY: -1 on 2020-03-05 00:00:00 at the price of 381.0
BOUGHT QTY: 1 on 2020-04-01 00:00:00 at the price of 376.05
SOLD QTY: -1 on 2020-05-11 00:00:00 at the price of 436.33
BOUGHT QTY: 1 on 2020-05-13 00:00:00 at the price of 435.69
SOLD QTY: -1 on 2020-06-02 00:00:00 at the price of 425.87
BOUGHT QTY: 1 on 2020-06-18 00:00:00 at the price of 448.73
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-09 1 1 317.71 0 0
2019-02-05 -1 0 0 353.2 35.49
2019-02-06 1 1 357 0 0
2019-03-12 -1 0 0 359.37 2.37
2019-03-21 1 1 374 0 0
2019-04-08 -1 0 0 365.11 -8.89
2019-04-11 1 1 365 0 0
2019-04-16 -1 0 0 355 -10
2019-04-24 1 1 381.07 0 0
2019-04-29 -1 0 0 373.68 -7.39
2019-04-30 1 1 369.56 0 0
2019-05-15 -1 0 0 343.34 -26.22
2019-06-18 1 1 355.57 0 0
2019-07-19 -1 0 0 323.4 -32.17
2019-10-15 1 1 283.82 0 0
2019-11-01 -1 0 0 288.7 4.88
2019-11-05 1 1 289.99 0 0
2019-12-13 -1 0 0 298.5 8.51
2019-12-23 1 1 337.76 0 0
2020-03-05 -1 0 0 381 43.24
2020-04-01 1 1 376.05 0 0
2020-05-11 -1 0 0 436.33 60.28
2020-05-13 1 1 435.69 0 0
2020-06-02 -1 0 0 425.87 -9.82
2020-06-18 1 1 448.73 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-09 -317.71 319.96 2.25 2.25
2019-02-05 35.49 0 35.49 35.49
2019-02-06 -321.51 352.19 30.68 30.68
2019-03-12 37.86 0 37.86 37.86
2019-03-21 -336.14 377.87 41.73 41.73
2019-04-08 28.97 0 28.97 28.97
2019-04-11 -336.03 367.65 31.62 31.62
2019-04-16 18.97 0 18.97 18.97
2019-04-24 -362.1 374.23 12.13 12.13
2019-04-29 11.58 0 11.58 11.58
2019-04-30 -357.98 370.54 12.56 12.56
2019-05-15 -14.64 0 -14.64 -14.64
2019-06-18 -370.21 357.12 -13.09 -13.09
2019-07-19 -46.81 0 -46.81 -46.81
2019-10-15 -330.63 284.25 -46.38 -46.38
2019-11-01 -41.93 0 -41.93 -41.93
2019-11-05 -331.92 288.03 -43.89 -43.89
2019-12-13 -33.42 0 -33.42 -33.42
2019-12-23 -371.18 333.1 -38.08 -38.08
2020-03-05 9.82 0 9.82 9.82
2020-04-01 -366.23 364.08 -2.15 -2.15
2020-05-11 70.1 0 70.1 70.1
2020-05-13 -365.59 438.27 72.68 72.68
2020-06-02 60.28 0 60.28 60.28
2020-06-18 -388.45 449.87 61.42 61.42
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $66.59
The current status of the model is: Holding a position since 2020-06-18 00:00:00
Processing portfolio for model: SMA_006_SlowMA_20_FastMA_15
BOUGHT QTY: 1 on 2019-01-10 00:00:00 at the price of 314.57
SOLD QTY: -1 on 2019-02-08 00:00:00 at the price of 338.0
BOUGHT QTY: 1 on 2019-02-14 00:00:00 at the price of 351.75
SOLD QTY: -1 on 2019-03-15 00:00:00 at the price of 361.02
BOUGHT QTY: 1 on 2019-03-26 00:00:00 at the price of 367.87
SOLD QTY: -1 on 2019-04-12 00:00:00 at the price of 360.69
BOUGHT QTY: 1 on 2019-04-22 00:00:00 at the price of 359.7
SOLD QTY: -1 on 2019-04-29 00:00:00 at the price of 373.68
BOUGHT QTY: 1 on 2019-05-02 00:00:00 at the price of 378.0
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 356.37
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 355.0
SOLD QTY: -1 on 2019-06-12 00:00:00 at the price of 351.82
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 370.27
SOLD QTY: -1 on 2019-07-23 00:00:00 at the price of 311.44
BOUGHT QTY: 1 on 2019-08-15 00:00:00 at the price of 299.5
SOLD QTY: -1 on 2019-08-16 00:00:00 at the price of 298.86
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 304.49
SOLD QTY: -1 on 2019-11-07 00:00:00 at the price of 290.7
BOUGHT QTY: 1 on 2019-11-12 00:00:00 at the price of 295.32
SOLD QTY: -1 on 2019-12-17 00:00:00 at the price of 307.36
BOUGHT QTY: 1 on 2019-12-26 00:00:00 at the price of 334.6
SOLD QTY: -1 on 2020-01-21 00:00:00 at the price of 340.0
BOUGHT QTY: 1 on 2020-01-22 00:00:00 at the price of 332.55
SOLD QTY: -1 on 2020-03-10 00:00:00 at the price of 356.425
BOUGHT QTY: 1 on 2020-04-06 00:00:00 at the price of 365.22
SOLD QTY: -1 on 2020-05-12 00:00:00 at the price of 442.0
BOUGHT QTY: 1 on 2020-05-18 00:00:00 at the price of 451.16
SOLD QTY: -1 on 2020-06-03 00:00:00 at the price of 426.95
BOUGHT QTY: 1 on 2020-06-19 00:00:00 at the price of 449.12
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-10 1 1 314.57 0 0
2019-02-08 -1 0 0 338 23.43
2019-02-14 1 1 351.75 0 0
2019-03-15 -1 0 0 361.02 9.27
2019-03-26 1 1 367.87 0 0
2019-04-12 -1 0 0 360.69 -7.18
2019-04-22 1 1 359.7 0 0
2019-04-29 -1 0 0 373.68 13.98
2019-05-02 1 1 378 0 0
2019-05-16 -1 0 0 356.37 -21.63
2019-06-11 1 1 355 0 0
2019-06-12 -1 0 0 351.82 -3.18
2019-06-24 1 1 370.27 0 0
2019-07-23 -1 0 0 311.44 -58.83
2019-08-15 1 1 299.5 0 0
2019-08-16 -1 0 0 298.86 -0.64
2019-10-17 1 1 304.49 0 0
2019-11-07 -1 0 0 290.7 -13.79
2019-11-12 1 1 295.32 0 0
2019-12-17 -1 0 0 307.36 12.04
2019-12-26 1 1 334.6 0 0
2020-01-21 -1 0 0 340 5.4
2020-01-22 1 1 332.55 0 0
2020-03-10 -1 0 0 356.425 23.875
2020-04-06 1 1 365.22 0 0
2020-05-12 -1 0 0 442 76.78
2020-05-18 1 1 451.16 0 0
2020-06-03 -1 0 0 426.95 -24.21
2020-06-19 1 1 449.12 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-10 -314.57 324.66 10.09 10.09
2019-02-08 23.43 0 23.43 23.43
2019-02-14 -328.32 359.07 30.75 30.75
2019-03-15 32.7 0 32.7 32.7
2019-03-26 -335.17 359.97 24.8 24.8
2019-04-12 25.52 0 25.52 25.52
2019-04-22 -334.18 377.34 43.16 43.16
2019-04-29 39.5 0 39.5 39.5
2019-05-02 -338.5 379.06 40.56 40.56
2019-05-16 17.87 0 17.87 17.87
2019-06-11 -337.13 351.27 14.14 14.14
2019-06-12 14.69 0 14.69 14.69
2019-06-24 -355.58 371.04 15.46 15.46
2019-07-23 -44.14 0 -44.14 -44.14
2019-08-15 -343.64 295.76 -47.88 -47.88
2019-08-16 -44.78 0 -44.78 -44.78
2019-10-17 -349.27 293.35 -55.92 -55.92
2019-11-07 -58.57 0 -58.57 -58.57
2019-11-12 -353.89 292.01 -61.88 -61.88
2019-12-17 -46.53 0 -46.53 -46.53
2019-12-26 -381.13 332.63 -48.5 -48.5
2020-01-21 -41.13 0 -41.13 -41.13
2020-01-22 -373.68 326 -47.68 -47.68
2020-03-10 -17.255 0 -17.255 -17.255
2020-04-06 -382.475 379.96 -2.515 -2.515
2020-05-12 59.525 0 59.525 59.525
2020-05-18 -391.635 452.58 60.945 60.945
2020-06-03 35.315 0 35.315 35.315
2020-06-19 -413.805 453.72 39.915 39.915
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $41.23
The current status of the model is: Holding a position since 2020-06-19 00:00:00
Processing portfolio for model: SMA_007_SlowMA_25_FastMA_05
BOUGHT QTY: 1 on 2019-01-07 00:00:00 at the price of 302.1
SOLD QTY: -1 on 2019-03-11 00:00:00 at the price of 352.0
BOUGHT QTY: 1 on 2019-03-15 00:00:00 at the price of 361.02
SOLD QTY: -1 on 2019-03-29 00:00:00 at the price of 357.16
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 370.07
SOLD QTY: -1 on 2019-04-15 00:00:00 at the price of 350.71
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-13 00:00:00 at the price of 352.29
BOUGHT QTY: 1 on 2019-06-11 00:00:00 at the price of 355.0
SOLD QTY: -1 on 2019-06-14 00:00:00 at the price of 341.63
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 365.0
SOLD QTY: -1 on 2019-07-19 00:00:00 at the price of 323.4
BOUGHT QTY: 1 on 2019-10-15 00:00:00 at the price of 283.82
SOLD QTY: -1 on 2019-10-25 00:00:00 at the price of 270.68
BOUGHT QTY: 1 on 2019-10-29 00:00:00 at the price of 281.87
SOLD QTY: -1 on 2019-12-12 00:00:00 at the price of 295.67
BOUGHT QTY: 1 on 2019-12-19 00:00:00 at the price of 324.5
SOLD QTY: -1 on 2020-03-10 00:00:00 at the price of 356.425
BOUGHT QTY: 1 on 2020-03-30 00:00:00 at the price of 363.0
SOLD QTY: -1 on 2020-05-28 00:00:00 at the price of 417.24
BOUGHT QTY: 1 on 2020-06-19 00:00:00 at the price of 449.12
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-07 1 1 302.1 0 0
2019-03-11 -1 0 0 352 49.9
2019-03-15 1 1 361.02 0 0
2019-03-29 -1 0 0 357.16 -3.86
2019-04-04 1 1 370.07 0 0
2019-04-15 -1 0 0 350.71 -19.36
2019-04-24 1 1 381.07 0 0
2019-05-13 -1 0 0 352.29 -28.78
2019-06-11 1 1 355 0 0
2019-06-14 -1 0 0 341.63 -13.37
2019-06-21 1 1 365 0 0
2019-07-19 -1 0 0 323.4 -41.6
2019-10-15 1 1 283.82 0 0
2019-10-25 -1 0 0 270.68 -13.14
2019-10-29 1 1 281.87 0 0
2019-12-12 -1 0 0 295.67 13.8
2019-12-19 1 1 324.5 0 0
2020-03-10 -1 0 0 356.425 31.925
2020-03-30 1 1 363 0 0
2020-05-28 -1 0 0 417.24 54.24
2020-06-19 1 1 449.12 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-07 -302.1 315.34 13.24 13.24
2019-03-11 49.9 0 49.9 49.9
2019-03-15 -311.12 361.46 50.34 50.34
2019-03-29 46.04 0 46.04 46.04
2019-04-04 -324.03 367.88 43.85 43.85
2019-04-15 26.68 0 26.68 26.68
2019-04-24 -354.39 374.23 19.84 19.84
2019-05-13 -2.1 0 -2.1 -2.1
2019-06-11 -357.1 351.27 -5.83 -5.83
2019-06-14 -15.47 0 -15.47 -15.47
2019-06-21 -380.47 369.21 -11.26 -11.26
2019-07-19 -57.07 0 -57.07 -57.07
2019-10-15 -340.89 284.25 -56.64 -56.64
2019-10-25 -70.21 0 -70.21 -70.21
2019-10-29 -352.08 281.21 -70.87 -70.87
2019-12-12 -56.41 0 -56.41 -56.41
2019-12-19 -380.91 332.22 -48.69 -48.69
2020-03-10 -24.485 0 -24.485 -24.485
2020-03-30 -387.485 370.96 -16.525 -16.525
2020-05-28 29.755 0 29.755 29.755
2020-06-19 -419.365 453.72 34.355 34.355
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $35.68
The current status of the model is: Holding a position since 2020-06-19 00:00:00
Processing portfolio for model: SMA_008_SlowMA_25_FastMA_10
BOUGHT QTY: 1 on 2019-01-09 00:00:00 at the price of 317.71
SOLD QTY: -1 on 2019-03-13 00:00:00 at the price of 355.81
BOUGHT QTY: 1 on 2019-03-21 00:00:00 at the price of 374.0
SOLD QTY: -1 on 2019-04-17 00:00:00 at the price of 365.05
BOUGHT QTY: 1 on 2019-04-26 00:00:00 at the price of 368.35
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 356.37
BOUGHT QTY: 1 on 2019-06-18 00:00:00 at the price of 355.57
SOLD QTY: -1 on 2019-06-19 00:00:00 at the price of 361.72
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 365.0
SOLD QTY: -1 on 2019-07-22 00:00:00 at the price of 312.0
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 304.49
SOLD QTY: -1 on 2019-12-16 00:00:00 at the price of 300.85
BOUGHT QTY: 1 on 2019-12-20 00:00:00 at the price of 335.0
SOLD QTY: -1 on 2020-03-09 00:00:00 at the price of 343.86
BOUGHT QTY: 1 on 2020-04-02 00:00:00 at the price of 364.08
SOLD QTY: -1 on 2020-06-03 00:00:00 at the price of 426.95
BOUGHT QTY: 1 on 2020-06-22 00:00:00 at the price of 455.01
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-09 1 1 317.71 0 0
2019-03-13 -1 0 0 355.81 38.1
2019-03-21 1 1 374 0 0
2019-04-17 -1 0 0 365.05 -8.95
2019-04-26 1 1 368.35 0 0
2019-05-16 -1 0 0 356.37 -11.98
2019-06-18 1 1 355.57 0 0
2019-06-19 -1 0 0 361.72 6.15
2019-06-21 1 1 365 0 0
2019-07-22 -1 0 0 312 -53
2019-10-17 1 1 304.49 0 0
2019-12-16 -1 0 0 300.85 -3.64
2019-12-20 1 1 335 0 0
2020-03-09 -1 0 0 343.86 8.86
2020-04-02 1 1 364.08 0 0
2020-06-03 -1 0 0 426.95 62.87
2020-06-22 1 1 455.01 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-09 -317.71 319.96 2.25 2.25
2019-03-13 38.1 0 38.1 38.1
2019-03-21 -335.9 377.87 41.97 41.97
2019-04-17 29.15 0 29.15 29.15
2019-04-26 -339.2 374.85 35.65 35.65
2019-05-16 17.17 0 17.17 17.17
2019-06-18 -338.4 357.12 18.72 18.72
2019-06-19 23.32 0 23.32 23.32
2019-06-21 -341.68 369.21 27.53 27.53
2019-07-22 -29.68 0 -29.68 -29.68
2019-10-17 -334.17 293.35 -40.82 -40.82
2019-12-16 -33.32 0 -33.32 -33.32
2019-12-20 -368.32 336.9 -31.42 -31.42
2020-03-09 -24.46 0 -24.46 -24.46
2020-04-02 -388.54 370.08 -18.46 -18.46
2020-06-03 38.41 0 38.41 38.41
2020-06-22 -416.6 468.04 51.44 51.44
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $38.44
The current status of the model is: Holding a position since 2020-06-22 00:00:00
Processing portfolio for model: SMA_009_SlowMA_25_FastMA_15
BOUGHT QTY: 1 on 2019-01-10 00:00:00 at the price of 314.57
SOLD QTY: -1 on 2019-03-20 00:00:00 at the price of 358.91
BOUGHT QTY: 1 on 2019-03-26 00:00:00 at the price of 367.87
SOLD QTY: -1 on 2019-04-15 00:00:00 at the price of 350.71
BOUGHT QTY: 1 on 2019-04-23 00:00:00 at the price of 375.45
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 350.95
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 370.27
SOLD QTY: -1 on 2019-07-23 00:00:00 at the price of 311.44
BOUGHT QTY: 1 on 2019-10-21 00:00:00 at the price of 272.89
SOLD QTY: -1 on 2020-03-11 00:00:00 at the price of 358.92
BOUGHT QTY: 1 on 2020-04-07 00:00:00 at the price of 380.0
SOLD QTY: -1 on 2020-06-08 00:00:00 at the price of 416.0
BOUGHT QTY: 1 on 2020-06-23 00:00:00 at the price of 466.5
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-10 1 1 314.57 0 0
2019-03-20 -1 0 0 358.91 44.34
2019-03-26 1 1 367.87 0 0
2019-04-15 -1 0 0 350.71 -17.16
2019-04-23 1 1 375.45 0 0
2019-05-21 -1 0 0 350.95 -24.5
2019-06-24 1 1 370.27 0 0
2019-07-23 -1 0 0 311.44 -58.83
2019-10-21 1 1 272.89 0 0
2020-03-11 -1 0 0 358.92 86.03
2020-04-07 1 1 380 0 0
2020-06-08 -1 0 0 416 36
2020-06-23 1 1 466.5 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-10 -314.57 324.66 10.09 10.09
2019-03-20 44.34 0 44.34 44.34
2019-03-26 -323.53 359.97 36.44 36.44
2019-04-15 27.18 0 27.18 27.18
2019-04-23 -348.27 381.89 33.62 33.62
2019-05-21 2.68 0 2.68 2.68
2019-06-24 -367.59 371.04 3.45 3.45
2019-07-23 -56.15 0 -56.15 -56.15
2019-10-21 -329.04 278.05 -50.99 -50.99
2020-03-11 29.88 0 29.88 29.88
2020-04-07 -350.12 372.28 22.16 22.16
2020-06-08 65.88 0 65.88 65.88
2020-06-23 -400.62 466.26 65.64 65.64
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $54.42
The current status of the model is: Holding a position since 2020-06-23 00:00:00
Processing portfolio for model: SMA_010_SlowMA_25_FastMA_20
BOUGHT QTY: 1 on 2019-01-11 00:00:00 at the price of 330.96
SOLD QTY: -1 on 2019-02-19 00:00:00 at the price of 355.8
BOUGHT QTY: 1 on 2019-02-21 00:00:00 at the price of 360.03
SOLD QTY: -1 on 2019-03-26 00:00:00 at the price of 367.87
BOUGHT QTY: 1 on 2019-04-02 00:00:00 at the price of 366.25
SOLD QTY: -1 on 2019-04-18 00:00:00 at the price of 355.0
BOUGHT QTY: 1 on 2019-04-26 00:00:00 at the price of 368.35
SOLD QTY: -1 on 2019-05-22 00:00:00 at the price of 358.01
BOUGHT QTY: 1 on 2019-06-27 00:00:00 at the price of 363.2
SOLD QTY: -1 on 2019-07-24 00:00:00 at the price of 310.51
BOUGHT QTY: 1 on 2019-10-23 00:00:00 at the price of 268.06
SOLD QTY: -1 on 2019-11-15 00:00:00 at the price of 290.59
BOUGHT QTY: 1 on 2019-11-19 00:00:00 at the price of 304.01
SOLD QTY: -1 on 2020-03-13 00:00:00 at the price of 330.51
BOUGHT QTY: 1 on 2020-04-13 00:00:00 at the price of 371.31
SOLD QTY: -1 on 2020-05-20 00:00:00 at the price of 454.25
BOUGHT QTY: 1 on 2020-05-21 00:00:00 at the price of 448.56
SOLD QTY: -1 on 2020-06-09 00:00:00 at the price of 421.65
BOUGHT QTY: 1 on 2020-06-25 00:00:00 at the price of 458.86
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-11 1 1 330.96 0 0
2019-02-19 -1 0 0 355.8 24.84
2019-02-21 1 1 360.03 0 0
2019-03-26 -1 0 0 367.87 7.84
2019-04-02 1 1 366.25 0 0
2019-04-18 -1 0 0 355 -11.25
2019-04-26 1 1 368.35 0 0
2019-05-22 -1 0 0 358.01 -10.34
2019-06-27 1 1 363.2 0 0
2019-07-24 -1 0 0 310.51 -52.69
2019-10-23 1 1 268.06 0 0
2019-11-15 -1 0 0 290.59 22.53
2019-11-19 1 1 304.01 0 0
2020-03-13 -1 0 0 330.51 26.5
2020-04-13 1 1 371.31 0 0
2020-05-20 -1 0 0 454.25 82.94
2020-05-21 1 1 448.56 0 0
2020-06-09 -1 0 0 421.65 -26.91
2020-06-25 1 1 458.86 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-11 -330.96 337.59 6.63 6.63
2019-02-19 24.84 0 24.84 24.84
2019-02-21 -335.19 356.97 21.78 21.78
2019-03-26 32.68 0 32.68 32.68
2019-04-02 -333.57 367.72 34.15 34.15
2019-04-18 21.43 0 21.43 21.43
2019-04-26 -346.92 374.85 27.93 27.93
2019-05-22 11.09 0 11.09 11.09
2019-06-27 -352.11 370.02 17.91 17.91
2019-07-24 -41.6 0 -41.6 -41.6
2019-10-23 -309.66 271.27 -38.39 -38.39
2019-11-15 -19.07 0 -19.07 -19.07
2019-11-19 -323.08 302.6 -20.48 -20.48
2020-03-13 7.43 0 7.43 7.43
2020-04-13 -363.88 396.72 32.84 32.84
2020-05-20 90.37 0 90.37 90.37
2020-05-21 -358.19 436.25 78.06 78.06
2020-06-09 63.46 0 63.46 63.46
2020-06-25 -395.4 465.91 70.51 70.51
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $59.64
The current status of the model is: Holding a position since 2020-06-25 00:00:00
Processing portfolio for model: SMA_011_SlowMA_30_FastMA_05
BOUGHT QTY: 1 on 2019-01-07 00:00:00 at the price of 302.1
SOLD QTY: -1 on 2019-03-29 00:00:00 at the price of 357.16
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 370.07
SOLD QTY: -1 on 2019-04-16 00:00:00 at the price of 355.0
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-13 00:00:00 at the price of 352.29
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 365.0
SOLD QTY: -1 on 2019-07-19 00:00:00 at the price of 323.4
BOUGHT QTY: 1 on 2019-10-16 00:00:00 at the price of 283.12
SOLD QTY: -1 on 2019-10-25 00:00:00 at the price of 270.68
BOUGHT QTY: 1 on 2019-10-30 00:00:00 at the price of 284.34
SOLD QTY: -1 on 2019-12-16 00:00:00 at the price of 300.85
BOUGHT QTY: 1 on 2019-12-18 00:00:00 at the price of 316.26
SOLD QTY: -1 on 2020-03-10 00:00:00 at the price of 356.425
BOUGHT QTY: 1 on 2020-03-31 00:00:00 at the price of 367.93
SOLD QTY: -1 on 2020-05-28 00:00:00 at the price of 417.24
BOUGHT QTY: 1 on 2020-06-19 00:00:00 at the price of 449.12
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-07 1 1 302.1 0 0
2019-03-29 -1 0 0 357.16 55.06
2019-04-04 1 1 370.07 0 0
2019-04-16 -1 0 0 355 -15.07
2019-04-24 1 1 381.07 0 0
2019-05-13 -1 0 0 352.29 -28.78
2019-06-21 1 1 365 0 0
2019-07-19 -1 0 0 323.4 -41.6
2019-10-16 1 1 283.12 0 0
2019-10-25 -1 0 0 270.68 -12.44
2019-10-30 1 1 284.34 0 0
2019-12-16 -1 0 0 300.85 16.51
2019-12-18 1 1 316.26 0 0
2020-03-10 -1 0 0 356.425 40.165
2020-03-31 1 1 367.93 0 0
2020-05-28 -1 0 0 417.24 49.31
2020-06-19 1 1 449.12 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-07 -302.1 315.34 13.24 13.24
2019-03-29 55.06 0 55.06 55.06
2019-04-04 -315.01 367.88 52.87 52.87
2019-04-16 39.99 0 39.99 39.99
2019-04-24 -341.08 374.23 33.15 33.15
2019-05-13 11.21 0 11.21 11.21
2019-06-21 -353.79 369.21 15.42 15.42
2019-07-19 -30.39 0 -30.39 -30.39
2019-10-16 -313.51 286.28 -27.23 -27.23
2019-10-25 -42.83 0 -42.83 -42.83
2019-10-30 -327.17 291.45 -35.72 -35.72
2019-12-16 -26.32 0 -26.32 -26.32
2019-12-18 -342.58 320.8 -21.78 -21.78
2020-03-10 13.845 0 13.845 13.845
2020-03-31 -354.085 375.5 21.415 21.415
2020-05-28 63.155 0 63.155 63.155
2020-06-19 -385.965 453.72 67.755 67.755
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $69.08
The current status of the model is: Holding a position since 2020-06-19 00:00:00
Processing portfolio for model: SMA_012_SlowMA_30_FastMA_10
BOUGHT QTY: 1 on 2019-01-09 00:00:00 at the price of 317.71
SOLD QTY: -1 on 2019-04-18 00:00:00 at the price of 355.0
BOUGHT QTY: 1 on 2019-04-25 00:00:00 at the price of 374.49
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 356.37
BOUGHT QTY: 1 on 2019-06-21 00:00:00 at the price of 365.0
SOLD QTY: -1 on 2019-07-23 00:00:00 at the price of 311.44
BOUGHT QTY: 1 on 2019-10-18 00:00:00 at the price of 289.36
SOLD QTY: -1 on 2020-03-12 00:00:00 at the price of 326.5
BOUGHT QTY: 1 on 2020-04-03 00:00:00 at the price of 367.36
SOLD QTY: -1 on 2020-06-03 00:00:00 at the price of 426.95
BOUGHT QTY: 1 on 2020-06-22 00:00:00 at the price of 455.01
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-09 1 1 317.71 0 0
2019-04-18 -1 0 0 355 37.29
2019-04-25 1 1 374.49 0 0
2019-05-16 -1 0 0 356.37 -18.12
2019-06-21 1 1 365 0 0
2019-07-23 -1 0 0 311.44 -53.56
2019-10-18 1 1 289.36 0 0
2020-03-12 -1 0 0 326.5 37.14
2020-04-03 1 1 367.36 0 0
2020-06-03 -1 0 0 426.95 59.59
2020-06-22 1 1 455.01 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-09 -317.71 319.96 2.25 2.25
2019-04-18 37.29 0 37.29 37.29
2019-04-25 -337.2 368.33 31.13 31.13
2019-05-16 19.17 0 19.17 19.17
2019-06-21 -345.83 369.21 23.38 23.38
2019-07-23 -34.39 0 -34.39 -34.39
2019-10-18 -323.75 275.3 -48.45 -48.45
2020-03-12 2.75 0 2.75 2.75
2020-04-03 -364.61 361.76 -2.85 -2.85
2020-06-03 62.34 0 62.34 62.34
2020-06-22 -392.67 468.04 75.37 75.37
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $62.37
The current status of the model is: Holding a position since 2020-06-22 00:00:00
Processing portfolio for model: SMA_013_SlowMA_30_FastMA_15
BOUGHT QTY: 1 on 2019-01-11 00:00:00 at the price of 330.96
SOLD QTY: -1 on 2019-04-17 00:00:00 at the price of 365.05
BOUGHT QTY: 1 on 2019-04-18 00:00:00 at the price of 355.0
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 350.95
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 370.27
SOLD QTY: -1 on 2019-07-24 00:00:00 at the price of 310.51
BOUGHT QTY: 1 on 2019-10-24 00:00:00 at the price of 271.81
SOLD QTY: -1 on 2020-03-13 00:00:00 at the price of 330.51
BOUGHT QTY: 1 on 2020-04-08 00:00:00 at the price of 374.01
SOLD QTY: -1 on 2020-06-09 00:00:00 at the price of 421.65
BOUGHT QTY: 1 on 2020-06-24 00:00:00 at the price of 468.54
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-11 1 1 330.96 0 0
2019-04-17 -1 0 0 365.05 34.09
2019-04-18 1 1 355 0 0
2019-05-21 -1 0 0 350.95 -4.05
2019-06-24 1 1 370.27 0 0
2019-07-24 -1 0 0 310.51 -59.76
2019-10-24 1 1 271.81 0 0
2020-03-13 -1 0 0 330.51 58.7
2020-04-08 1 1 374.01 0 0
2020-06-09 -1 0 0 421.65 47.64
2020-06-24 1 1 468.54 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-11 -330.96 337.59 6.63 6.63
2019-04-17 34.09 0 34.09 34.09
2019-04-18 -320.91 360.35 39.44 39.44
2019-05-21 30.04 0 30.04 30.04
2019-06-24 -340.23 371.04 30.81 30.81
2019-07-24 -29.72 0 -29.72 -29.72
2019-10-24 -301.53 271.5 -30.03 -30.03
2020-03-13 28.98 0 28.98 28.98
2020-04-08 -345.03 371.12 26.09 26.09
2020-06-09 76.62 0 76.62 76.62
2020-06-24 -391.92 457.85 65.93 65.93
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $63.12
The current status of the model is: Holding a position since 2020-06-24 00:00:00
Processing portfolio for model: SMA_014_SlowMA_30_FastMA_20
BOUGHT QTY: 1 on 2019-01-14 00:00:00 at the price of 334.24
SOLD QTY: -1 on 2019-03-28 00:00:00 at the price of 354.485
BOUGHT QTY: 1 on 2019-04-02 00:00:00 at the price of 366.25
SOLD QTY: -1 on 2019-04-22 00:00:00 at the price of 359.7
BOUGHT QTY: 1 on 2019-04-26 00:00:00 at the price of 368.35
SOLD QTY: -1 on 2019-05-24 00:00:00 at the price of 355.41
BOUGHT QTY: 1 on 2019-06-25 00:00:00 at the price of 370.75
SOLD QTY: -1 on 2019-07-26 00:00:00 at the price of 328.79
BOUGHT QTY: 1 on 2019-10-28 00:00:00 at the price of 278.05
SOLD QTY: -1 on 2020-03-16 00:00:00 at the price of 306.63
BOUGHT QTY: 1 on 2020-04-15 00:00:00 at the price of 413.0
SOLD QTY: -1 on 2020-06-12 00:00:00 at the price of 429.0
BOUGHT QTY: 1 on 2020-06-26 00:00:00 at the price of 466.39
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-14 1 1 334.24 0 0
2019-03-28 -1 0 0 354.485 20.245
2019-04-02 1 1 366.25 0 0
2019-04-22 -1 0 0 359.7 -6.55
2019-04-26 1 1 368.35 0 0
2019-05-24 -1 0 0 355.41 -12.94
2019-06-25 1 1 370.75 0 0
2019-07-26 -1 0 0 328.79 -41.96
2019-10-28 1 1 278.05 0 0
2020-03-16 -1 0 0 306.63 28.58
2020-04-15 1 1 413 0 0
2020-06-12 -1 0 0 429 16
2020-06-26 1 1 466.39 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-14 -334.24 332.94 -1.3 -1.3
2019-03-28 20.245 0 20.245 20.245
2019-04-02 -346.005 367.72 21.715 21.715
2019-04-22 13.695 0 13.695 13.695
2019-04-26 -354.655 374.85 20.195 20.195
2019-05-24 0.755 0 0.755 0.755
2019-06-25 -369.995 360.3 -9.695 -9.695
2019-07-26 -41.205 0 -41.205 -41.205
2019-10-28 -319.255 281.86 -37.395 -37.395
2020-03-16 -12.625 0 -12.625 -12.625
2020-04-15 -425.625 426.75 1.125 1.125
2020-06-12 3.375 0 3.375 3.375
2020-06-26 -463.015 443.4 -19.615 -19.615
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-7.97
The current status of the model is: Holding a position since 2020-06-26 00:00:00
Processing portfolio for model: SMA_015_SlowMA_35_FastMA_05
BOUGHT QTY: 1 on 2019-01-07 00:00:00 at the price of 302.1
SOLD QTY: -1 on 2019-04-01 00:00:00 at the price of 359.0
BOUGHT QTY: 1 on 2019-04-04 00:00:00 at the price of 370.07
SOLD QTY: -1 on 2019-04-16 00:00:00 at the price of 355.0
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 348.71
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 370.27
SOLD QTY: -1 on 2019-07-19 00:00:00 at the price of 323.4
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 304.49
SOLD QTY: -1 on 2019-10-24 00:00:00 at the price of 271.81
BOUGHT QTY: 1 on 2019-10-31 00:00:00 at the price of 291.0
SOLD QTY: -1 on 2020-03-12 00:00:00 at the price of 326.5
BOUGHT QTY: 1 on 2020-04-01 00:00:00 at the price of 376.05
SOLD QTY: -1 on 2020-05-29 00:00:00 at the price of 417.46
BOUGHT QTY: 1 on 2020-06-18 00:00:00 at the price of 448.73
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-07 1 1 302.1 0 0
2019-04-01 -1 0 0 359 56.9
2019-04-04 1 1 370.07 0 0
2019-04-16 -1 0 0 355 -15.07
2019-04-24 1 1 381.07 0 0
2019-05-14 -1 0 0 348.71 -32.36
2019-06-24 1 1 370.27 0 0
2019-07-19 -1 0 0 323.4 -46.87
2019-10-17 1 1 304.49 0 0
2019-10-24 -1 0 0 271.81 -32.68
2019-10-31 1 1 291 0 0
2020-03-12 -1 0 0 326.5 35.5
2020-04-01 1 1 376.05 0 0
2020-05-29 -1 0 0 417.46 41.41
2020-06-18 1 1 448.73 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-07 -302.1 315.34 13.24 13.24
2019-04-01 56.9 0 56.9 56.9
2019-04-04 -313.17 367.88 54.71 54.71
2019-04-16 41.83 0 41.83 41.83
2019-04-24 -339.24 374.23 34.99 34.99
2019-05-14 9.47 0 9.47 9.47
2019-06-24 -360.8 371.04 10.24 10.24
2019-07-19 -37.4 0 -37.4 -37.4
2019-10-17 -341.89 293.35 -48.54 -48.54
2019-10-24 -70.08 0 -70.08 -70.08
2019-10-31 -361.08 287.41 -73.67 -73.67
2020-03-12 -34.58 0 -34.58 -34.58
2020-04-01 -410.63 364.08 -46.55 -46.55
2020-05-29 6.83 0 6.83 6.83
2020-06-18 -441.9 449.87 7.97 7.97
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $13.14
The current status of the model is: Holding a position since 2020-06-18 00:00:00
Processing portfolio for model: SMA_016_SlowMA_35_FastMA_10
BOUGHT QTY: 1 on 2019-01-09 00:00:00 at the price of 317.71
SOLD QTY: -1 on 2019-04-22 00:00:00 at the price of 359.7
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 356.37
BOUGHT QTY: 1 on 2019-06-25 00:00:00 at the price of 370.75
SOLD QTY: -1 on 2019-07-23 00:00:00 at the price of 311.44
BOUGHT QTY: 1 on 2019-10-22 00:00:00 at the price of 271.159
SOLD QTY: -1 on 2020-03-13 00:00:00 at the price of 330.51
BOUGHT QTY: 1 on 2020-04-06 00:00:00 at the price of 365.22
SOLD QTY: -1 on 2020-06-03 00:00:00 at the price of 426.95
BOUGHT QTY: 1 on 2020-06-19 00:00:00 at the price of 449.12
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-09 1 1 317.71 0 0
2019-04-22 -1 0 0 359.7 41.99
2019-04-24 1 1 381.07 0 0
2019-05-16 -1 0 0 356.37 -24.7
2019-06-25 1 1 370.75 0 0
2019-07-23 -1 0 0 311.44 -59.31
2019-10-22 1 1 271.159 0 0
2020-03-13 -1 0 0 330.51 59.351
2020-04-06 1 1 365.22 0 0
2020-06-03 -1 0 0 426.95 61.73
2020-06-19 1 1 449.12 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-09 -317.71 319.96 2.25 2.25
2019-04-22 41.99 0 41.99 41.99
2019-04-24 -339.08 374.23 35.15 35.15
2019-05-16 17.29 0 17.29 17.29
2019-06-25 -353.46 360.3 6.84 6.84
2019-07-23 -42.02 0 -42.02 -42.02
2019-10-22 -313.179 266.69 -46.489 -46.489
2020-03-13 17.331 0 17.331 17.331
2020-04-06 -347.889 379.96 32.071 32.071
2020-06-03 79.061 0 79.061 79.061
2020-06-19 -370.059 453.72 83.661 83.661
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $84.98
The current status of the model is: Holding a position since 2020-06-19 00:00:00
Processing portfolio for model: SMA_017_SlowMA_35_FastMA_15
BOUGHT QTY: 1 on 2019-01-10 00:00:00 at the price of 314.57
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 350.95
BOUGHT QTY: 1 on 2019-06-25 00:00:00 at the price of 370.75
SOLD QTY: -1 on 2019-07-25 00:00:00 at the price of 318.86
BOUGHT QTY: 1 on 2019-10-28 00:00:00 at the price of 278.05
SOLD QTY: -1 on 2020-03-13 00:00:00 at the price of 330.51
BOUGHT QTY: 1 on 2020-04-09 00:00:00 at the price of 371.06
SOLD QTY: -1 on 2020-06-09 00:00:00 at the price of 421.65
BOUGHT QTY: 1 on 2020-06-24 00:00:00 at the price of 468.54
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-10 1 1 314.57 0 0
2019-05-21 -1 0 0 350.95 36.38
2019-06-25 1 1 370.75 0 0
2019-07-25 -1 0 0 318.86 -51.89
2019-10-28 1 1 278.05 0 0
2020-03-13 -1 0 0 330.51 52.46
2020-04-09 1 1 371.06 0 0
2020-06-09 -1 0 0 421.65 50.59
2020-06-24 1 1 468.54 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-10 -314.57 324.66 10.09 10.09
2019-05-21 36.38 0 36.38 36.38
2019-06-25 -334.37 360.3 25.93 25.93
2019-07-25 -15.51 0 -15.51 -15.51
2019-10-28 -293.56 281.86 -11.7 -11.7
2020-03-13 36.95 0 36.95 36.95
2020-04-09 -334.11 370.72 36.61 36.61
2020-06-09 87.54 0 87.54 87.54
2020-06-24 -381 457.85 76.85 76.85
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $74.04
The current status of the model is: Holding a position since 2020-06-24 00:00:00
Processing portfolio for model: SMA_018_SlowMA_35_FastMA_20
BOUGHT QTY: 1 on 2019-01-11 00:00:00 at the price of 330.96
SOLD QTY: -1 on 2019-05-23 00:00:00 at the price of 355.5
BOUGHT QTY: 1 on 2019-06-28 00:00:00 at the price of 370.26
SOLD QTY: -1 on 2019-07-29 00:00:00 at the price of 335.98
BOUGHT QTY: 1 on 2019-10-31 00:00:00 at the price of 291.0
SOLD QTY: -1 on 2020-03-18 00:00:00 at the price of 302.395
BOUGHT QTY: 1 on 2020-04-15 00:00:00 at the price of 413.0
SOLD QTY: -1 on 2020-06-16 00:00:00 at the price of 425.76
BOUGHT QTY: 1 on 2020-06-26 00:00:00 at the price of 466.39
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-11 1 1 330.96 0 0
2019-05-23 -1 0 0 355.5 24.54
2019-06-28 1 1 370.26 0 0
2019-07-29 -1 0 0 335.98 -34.28
2019-10-31 1 1 291 0 0
2020-03-18 -1 0 0 302.395 11.395
2020-04-15 1 1 413 0 0
2020-06-16 -1 0 0 425.76 12.76
2020-06-26 1 1 466.39 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-11 -330.96 337.59 6.63 6.63
2019-05-23 24.54 0 24.54 24.54
2019-06-28 -345.72 367.32 21.6 21.6
2019-07-29 -9.74 0 -9.74 -9.74
2019-10-31 -300.74 287.41 -13.33 -13.33
2020-03-18 1.655 0 1.655 1.655
2020-04-15 -411.345 426.75 15.405 15.405
2020-06-16 14.415 0 14.415 14.415
2020-06-26 -451.975 443.4 -8.575 -8.575
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $3.07
The current status of the model is: Holding a position since 2020-06-26 00:00:00
Processing portfolio for model: SMA_019_SlowMA_40_FastMA_05
BOUGHT QTY: 1 on 2019-01-08 00:00:00 at the price of 319.98
SOLD QTY: -1 on 2019-04-02 00:00:00 at the price of 366.25
BOUGHT QTY: 1 on 2019-04-03 00:00:00 at the price of 369.26
SOLD QTY: -1 on 2019-04-16 00:00:00 at the price of 355.0
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 348.71
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 370.27
SOLD QTY: -1 on 2019-07-19 00:00:00 at the price of 323.4
BOUGHT QTY: 1 on 2019-10-17 00:00:00 at the price of 304.49
SOLD QTY: -1 on 2019-10-23 00:00:00 at the price of 268.06
BOUGHT QTY: 1 on 2019-10-31 00:00:00 at the price of 291.0
SOLD QTY: -1 on 2020-03-12 00:00:00 at the price of 326.5
BOUGHT QTY: 1 on 2020-04-01 00:00:00 at the price of 376.05
SOLD QTY: -1 on 2020-06-01 00:00:00 at the price of 418.83
BOUGHT QTY: 1 on 2020-06-18 00:00:00 at the price of 448.73
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-08 1 1 319.98 0 0
2019-04-02 -1 0 0 366.25 46.27
2019-04-03 1 1 369.26 0 0
2019-04-16 -1 0 0 355 -14.26
2019-04-24 1 1 381.07 0 0
2019-05-14 -1 0 0 348.71 -32.36
2019-06-24 1 1 370.27 0 0
2019-07-19 -1 0 0 323.4 -46.87
2019-10-17 1 1 304.49 0 0
2019-10-23 -1 0 0 268.06 -36.43
2019-10-31 1 1 291 0 0
2020-03-12 -1 0 0 326.5 35.5
2020-04-01 1 1 376.05 0 0
2020-06-01 -1 0 0 418.83 42.78
2020-06-18 1 1 448.73 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-08 -319.98 320.27 0.29 0.29
2019-04-02 46.27 0 46.27 46.27
2019-04-03 -322.99 369.75 46.76 46.76
2019-04-16 32.01 0 32.01 32.01
2019-04-24 -349.06 374.23 25.17 25.17
2019-05-14 -0.35 0 -0.35 -0.35
2019-06-24 -370.62 371.04 0.42 0.42
2019-07-19 -47.22 0 -47.22 -47.22
2019-10-17 -351.71 293.35 -58.36 -58.36
2019-10-23 -83.65 0 -83.65 -83.65
2019-10-31 -374.65 287.41 -87.24 -87.24
2020-03-12 -48.15 0 -48.15 -48.15
2020-04-01 -424.2 364.08 -60.12 -60.12
2020-06-01 -5.37 0 -5.37 -5.37
2020-06-18 -454.1 449.87 -4.23 -4.23
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $0.94
The current status of the model is: Holding a position since 2020-06-18 00:00:00
Processing portfolio for model: SMA_020_SlowMA_40_FastMA_10
BOUGHT QTY: 1 on 2019-01-10 00:00:00 at the price of 314.57
SOLD QTY: -1 on 2019-04-18 00:00:00 at the price of 355.0
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 356.37
BOUGHT QTY: 1 on 2019-06-27 00:00:00 at the price of 363.2
SOLD QTY: -1 on 2019-07-23 00:00:00 at the price of 311.44
BOUGHT QTY: 1 on 2019-11-04 00:00:00 at the price of 288.0
SOLD QTY: -1 on 2020-03-16 00:00:00 at the price of 306.63
BOUGHT QTY: 1 on 2020-04-06 00:00:00 at the price of 365.22
SOLD QTY: -1 on 2020-06-05 00:00:00 at the price of 407.29
BOUGHT QTY: 1 on 2020-06-19 00:00:00 at the price of 449.12
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-10 1 1 314.57 0 0
2019-04-18 -1 0 0 355 40.43
2019-04-24 1 1 381.07 0 0
2019-05-16 -1 0 0 356.37 -24.7
2019-06-27 1 1 363.2 0 0
2019-07-23 -1 0 0 311.44 -51.76
2019-11-04 1 1 288 0 0
2020-03-16 -1 0 0 306.63 18.63
2020-04-06 1 1 365.22 0 0
2020-06-05 -1 0 0 407.29 42.07
2020-06-19 1 1 449.12 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-10 -314.57 324.66 10.09 10.09
2019-04-18 40.43 0 40.43 40.43
2019-04-24 -340.64 374.23 33.59 33.59
2019-05-16 15.73 0 15.73 15.73
2019-06-27 -347.47 370.02 22.55 22.55
2019-07-23 -36.03 0 -36.03 -36.03
2019-11-04 -324.03 292.86 -31.17 -31.17
2020-03-16 -17.4 0 -17.4 -17.4
2020-04-06 -382.62 379.96 -2.66 -2.66
2020-06-05 24.67 0 24.67 24.67
2020-06-19 -424.45 453.72 29.27 29.27
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $30.59
The current status of the model is: Holding a position since 2020-06-19 00:00:00
Processing portfolio for model: SMA_021_SlowMA_40_FastMA_15
BOUGHT QTY: 1 on 2019-01-11 00:00:00 at the price of 330.96
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 350.95
BOUGHT QTY: 1 on 2019-06-28 00:00:00 at the price of 370.26
SOLD QTY: -1 on 2019-07-25 00:00:00 at the price of 318.86
BOUGHT QTY: 1 on 2019-10-31 00:00:00 at the price of 291.0
SOLD QTY: -1 on 2020-03-17 00:00:00 at the price of 306.18
BOUGHT QTY: 1 on 2020-04-13 00:00:00 at the price of 371.31
SOLD QTY: -1 on 2020-06-10 00:00:00 at the price of 436.0
BOUGHT QTY: 1 on 2020-06-22 00:00:00 at the price of 455.01
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-11 1 1 330.96 0 0
2019-05-21 -1 0 0 350.95 19.99
2019-06-28 1 1 370.26 0 0
2019-07-25 -1 0 0 318.86 -51.4
2019-10-31 1 1 291 0 0
2020-03-17 -1 0 0 306.18 15.18
2020-04-13 1 1 371.31 0 0
2020-06-10 -1 0 0 436 64.69
2020-06-22 1 1 455.01 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-11 -330.96 337.59 6.63 6.63
2019-05-21 19.99 0 19.99 19.99
2019-06-28 -350.27 367.32 17.05 17.05
2019-07-25 -31.41 0 -31.41 -31.41
2019-10-31 -322.41 287.41 -35 -35
2020-03-17 -16.23 0 -16.23 -16.23
2020-04-13 -387.54 396.72 9.18 9.18
2020-06-10 48.46 0 48.46 48.46
2020-06-22 -406.55 468.04 61.49 61.49
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $48.49
The current status of the model is: Holding a position since 2020-06-22 00:00:00
Processing portfolio for model: SMA_022_SlowMA_40_FastMA_20
BOUGHT QTY: 1 on 2019-01-14 00:00:00 at the price of 334.24
SOLD QTY: -1 on 2019-05-24 00:00:00 at the price of 355.41
BOUGHT QTY: 1 on 2019-07-02 00:00:00 at the price of 374.89
SOLD QTY: -1 on 2019-07-29 00:00:00 at the price of 335.98
BOUGHT QTY: 1 on 2019-11-01 00:00:00 at the price of 288.7
SOLD QTY: -1 on 2020-03-19 00:00:00 at the price of 324.33
BOUGHT QTY: 1 on 2020-04-16 00:00:00 at the price of 437.0
SOLD QTY: -1 on 2020-06-16 00:00:00 at the price of 425.76
BOUGHT QTY: 1 on 2020-06-25 00:00:00 at the price of 458.86
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-14 1 1 334.24 0 0
2019-05-24 -1 0 0 355.41 21.17
2019-07-02 1 1 374.89 0 0
2019-07-29 -1 0 0 335.98 -38.91
2019-11-01 1 1 288.7 0 0
2020-03-19 -1 0 0 324.33 35.63
2020-04-16 1 1 437 0 0
2020-06-16 -1 0 0 425.76 -11.24
2020-06-25 1 1 458.86 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-14 -334.24 332.94 -1.3 -1.3
2019-05-24 21.17 0 21.17 21.17
2019-07-02 -353.72 375.43 21.71 21.71
2019-07-29 -17.74 0 -17.74 -17.74
2019-11-01 -306.44 286.81 -19.63 -19.63
2020-03-19 17.89 0 17.89 17.89
2020-04-16 -419.11 439.17 20.06 20.06
2020-06-16 6.65 0 6.65 6.65
2020-06-25 -452.21 465.91 13.7 13.7
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $2.83
The current status of the model is: Holding a position since 2020-06-25 00:00:00
Processing portfolio for model: SMA_023_SlowMA_45_FastMA_05
BOUGHT QTY: 1 on 2019-01-08 00:00:00 at the price of 319.98
SOLD QTY: -1 on 2019-04-16 00:00:00 at the price of 355.0
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 348.71
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 370.27
SOLD QTY: -1 on 2019-07-19 00:00:00 at the price of 323.4
BOUGHT QTY: 1 on 2019-10-18 00:00:00 at the price of 289.36
SOLD QTY: -1 on 2019-10-22 00:00:00 at the price of 271.159
BOUGHT QTY: 1 on 2019-10-31 00:00:00 at the price of 291.0
SOLD QTY: -1 on 2020-03-13 00:00:00 at the price of 330.51
BOUGHT QTY: 1 on 2020-04-01 00:00:00 at the price of 376.05
SOLD QTY: -1 on 2020-06-09 00:00:00 at the price of 421.65
BOUGHT QTY: 1 on 2020-06-11 00:00:00 at the price of 428.2
SOLD QTY: -1 on 2020-06-17 00:00:00 at the price of 441.82
BOUGHT QTY: 1 on 2020-06-18 00:00:00 at the price of 448.73
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-08 1 1 319.98 0 0
2019-04-16 -1 0 0 355 35.02
2019-04-24 1 1 381.07 0 0
2019-05-14 -1 0 0 348.71 -32.36
2019-06-24 1 1 370.27 0 0
2019-07-19 -1 0 0 323.4 -46.87
2019-10-18 1 1 289.36 0 0
2019-10-22 -1 0 0 271.159 -18.201
2019-10-31 1 1 291 0 0
2020-03-13 -1 0 0 330.51 39.51
2020-04-01 1 1 376.05 0 0
2020-06-09 -1 0 0 421.65 45.6
2020-06-11 1 1 428.2 0 0
2020-06-17 -1 0 0 441.82 13.62
2020-06-18 1 1 448.73 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-08 -319.98 320.27 0.29 0.29
2019-04-16 35.02 0 35.02 35.02
2019-04-24 -346.05 374.23 28.18 28.18
2019-05-14 2.66 0 2.66 2.66
2019-06-24 -367.61 371.04 3.43 3.43
2019-07-19 -44.21 0 -44.21 -44.21
2019-10-18 -333.57 275.3 -58.27 -58.27
2019-10-22 -62.411 0 -62.411 -62.411
2019-10-31 -353.411 287.41 -66.001 -66.001
2020-03-13 -22.901 0 -22.901 -22.901
2020-04-01 -398.951 364.08 -34.871 -34.871
2020-06-09 22.699 0 22.699 22.699
2020-06-11 -405.501 425.56 20.059 20.059
2020-06-17 36.319 0 36.319 36.319
2020-06-18 -412.411 449.87 37.459 37.459
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $42.63
The current status of the model is: Holding a position since 2020-06-18 00:00:00
Processing portfolio for model: SMA_024_SlowMA_45_FastMA_10
BOUGHT QTY: 1 on 2019-01-10 00:00:00 at the price of 314.57
SOLD QTY: -1 on 2019-04-22 00:00:00 at the price of 359.7
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-16 00:00:00 at the price of 356.37
BOUGHT QTY: 1 on 2019-06-28 00:00:00 at the price of 370.26
SOLD QTY: -1 on 2019-07-23 00:00:00 at the price of 311.44
BOUGHT QTY: 1 on 2019-11-05 00:00:00 at the price of 289.99
SOLD QTY: -1 on 2020-03-16 00:00:00 at the price of 306.63
BOUGHT QTY: 1 on 2020-04-06 00:00:00 at the price of 365.22
SOLD QTY: -1 on 2020-06-09 00:00:00 at the price of 421.65
BOUGHT QTY: 1 on 2020-06-19 00:00:00 at the price of 449.12
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-10 1 1 314.57 0 0
2019-04-22 -1 0 0 359.7 45.13
2019-04-24 1 1 381.07 0 0
2019-05-16 -1 0 0 356.37 -24.7
2019-06-28 1 1 370.26 0 0
2019-07-23 -1 0 0 311.44 -58.82
2019-11-05 1 1 289.99 0 0
2020-03-16 -1 0 0 306.63 16.64
2020-04-06 1 1 365.22 0 0
2020-06-09 -1 0 0 421.65 56.43
2020-06-19 1 1 449.12 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-10 -314.57 324.66 10.09 10.09
2019-04-22 45.13 0 45.13 45.13
2019-04-24 -335.94 374.23 38.29 38.29
2019-05-16 20.43 0 20.43 20.43
2019-06-28 -349.83 367.32 17.49 17.49
2019-07-23 -38.39 0 -38.39 -38.39
2019-11-05 -328.38 288.03 -40.35 -40.35
2020-03-16 -21.75 0 -21.75 -21.75
2020-04-06 -386.97 379.96 -7.01 -7.01
2020-06-09 34.68 0 34.68 34.68
2020-06-19 -414.44 453.72 39.28 39.28
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $40.60
The current status of the model is: Holding a position since 2020-06-19 00:00:00
Processing portfolio for model: SMA_025_SlowMA_45_FastMA_15
BOUGHT QTY: 1 on 2019-01-14 00:00:00 at the price of 334.24
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 350.95
BOUGHT QTY: 1 on 2019-07-02 00:00:00 at the price of 374.89
SOLD QTY: -1 on 2019-07-25 00:00:00 at the price of 318.86
BOUGHT QTY: 1 on 2019-10-31 00:00:00 at the price of 291.0
SOLD QTY: -1 on 2020-03-17 00:00:00 at the price of 306.18
BOUGHT QTY: 1 on 2020-04-13 00:00:00 at the price of 371.31
SOLD QTY: -1 on 2020-06-12 00:00:00 at the price of 429.0
BOUGHT QTY: 1 on 2020-06-22 00:00:00 at the price of 455.01
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-14 1 1 334.24 0 0
2019-05-21 -1 0 0 350.95 16.71
2019-07-02 1 1 374.89 0 0
2019-07-25 -1 0 0 318.86 -56.03
2019-10-31 1 1 291 0 0
2020-03-17 -1 0 0 306.18 15.18
2020-04-13 1 1 371.31 0 0
2020-06-12 -1 0 0 429 57.69
2020-06-22 1 1 455.01 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-14 -334.24 332.94 -1.3 -1.3
2019-05-21 16.71 0 16.71 16.71
2019-07-02 -358.18 375.43 17.25 17.25
2019-07-25 -39.32 0 -39.32 -39.32
2019-10-31 -330.32 287.41 -42.91 -42.91
2020-03-17 -24.14 0 -24.14 -24.14
2020-04-13 -395.45 396.72 1.27 1.27
2020-06-12 33.55 0 33.55 33.55
2020-06-22 -421.46 468.04 46.58 46.58
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $33.58
The current status of the model is: Holding a position since 2020-06-22 00:00:00
Processing portfolio for model: SMA_026_SlowMA_45_FastMA_20
BOUGHT QTY: 1 on 2019-01-16 00:00:00 at the price of 354.0
SOLD QTY: -1 on 2019-05-24 00:00:00 at the price of 355.41
BOUGHT QTY: 1 on 2019-07-03 00:00:00 at the price of 376.69
SOLD QTY: -1 on 2019-07-30 00:00:00 at the price of 329.2
BOUGHT QTY: 1 on 2019-11-05 00:00:00 at the price of 289.99
SOLD QTY: -1 on 2020-03-19 00:00:00 at the price of 324.33
BOUGHT QTY: 1 on 2020-04-16 00:00:00 at the price of 437.0
SOLD QTY: -1 on 2020-06-17 00:00:00 at the price of 441.82
BOUGHT QTY: 1 on 2020-06-24 00:00:00 at the price of 468.54
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-16 1 1 354 0 0
2019-05-24 -1 0 0 355.41 1.41
2019-07-03 1 1 376.69 0 0
2019-07-30 -1 0 0 329.2 -47.49
2019-11-05 1 1 289.99 0 0
2020-03-19 -1 0 0 324.33 34.34
2020-04-16 1 1 437 0 0
2020-06-17 -1 0 0 441.82 4.82
2020-06-24 1 1 468.54 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-16 -354 351.39 -2.61 -2.61
2019-05-24 1.41 0 1.41 1.41
2019-07-03 -375.28 381.72 6.44 6.44
2019-07-30 -46.08 0 -46.08 -46.08
2019-11-05 -336.07 288.03 -48.04 -48.04
2020-03-19 -11.74 0 -11.74 -11.74
2020-04-16 -448.74 439.17 -9.57 -9.57
2020-06-17 -6.92 0 -6.92 -6.92
2020-06-24 -475.46 457.85 -17.61 -17.61
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $-20.42
The current status of the model is: Holding a position since 2020-06-24 00:00:00
Processing portfolio for model: SMA_027_SlowMA_50_FastMA_05
BOUGHT QTY: 1 on 2019-01-08 00:00:00 at the price of 319.98
SOLD QTY: -1 on 2019-04-17 00:00:00 at the price of 365.05
BOUGHT QTY: 1 on 2019-04-24 00:00:00 at the price of 381.07
SOLD QTY: -1 on 2019-05-14 00:00:00 at the price of 348.71
BOUGHT QTY: 1 on 2019-06-24 00:00:00 at the price of 370.27
SOLD QTY: -1 on 2019-07-19 00:00:00 at the price of 323.4
BOUGHT QTY: 1 on 2019-11-01 00:00:00 at the price of 288.7
SOLD QTY: -1 on 2020-03-13 00:00:00 at the price of 330.51
BOUGHT QTY: 1 on 2020-03-31 00:00:00 at the price of 367.93
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-08 1 1 319.98 0 0
2019-04-17 -1 0 0 365.05 45.07
2019-04-24 1 1 381.07 0 0
2019-05-14 -1 0 0 348.71 -32.36
2019-06-24 1 1 370.27 0 0
2019-07-19 -1 0 0 323.4 -46.87
2019-11-01 1 1 288.7 0 0
2020-03-13 -1 0 0 330.51 41.81
2020-03-31 1 1 367.93 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-08 -319.98 320.27 0.29 0.29
2019-04-17 45.07 0 45.07 45.07
2019-04-24 -336 374.23 38.23 38.23
2019-05-14 12.71 0 12.71 12.71
2019-06-24 -357.56 371.04 13.48 13.48
2019-07-19 -34.16 0 -34.16 -34.16
2019-11-01 -322.86 286.81 -36.05 -36.05
2020-03-13 7.65 0 7.65 7.65
2020-03-31 -360.28 375.5 15.22 15.22
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $94.76
The current status of the model is: Holding a position since 2020-03-31 00:00:00
Processing portfolio for model: SMA_028_SlowMA_50_FastMA_10
BOUGHT QTY: 1 on 2019-01-10 00:00:00 at the price of 314.57
SOLD QTY: -1 on 2019-05-17 00:00:00 at the price of 356.39
BOUGHT QTY: 1 on 2019-06-28 00:00:00 at the price of 370.26
SOLD QTY: -1 on 2019-07-23 00:00:00 at the price of 311.44
BOUGHT QTY: 1 on 2019-11-06 00:00:00 at the price of 288.19
SOLD QTY: -1 on 2020-03-17 00:00:00 at the price of 306.18
BOUGHT QTY: 1 on 2020-04-06 00:00:00 at the price of 365.22
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-10 1 1 314.57 0 0
2019-05-17 -1 0 0 356.39 41.82
2019-06-28 1 1 370.26 0 0
2019-07-23 -1 0 0 311.44 -58.82
2019-11-06 1 1 288.19 0 0
2020-03-17 -1 0 0 306.18 17.99
2020-04-06 1 1 365.22 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-10 -314.57 324.66 10.09 10.09
2019-05-17 41.82 0 41.82 41.82
2019-06-28 -328.44 367.32 38.88 38.88
2019-07-23 -17 0 -17 -17
2019-11-06 -305.19 288.59 -16.6 -16.6
2020-03-17 0.99 0 0.99 0.99
2020-04-06 -364.23 379.96 15.73 15.73
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $90.81
The current status of the model is: Holding a position since 2020-04-06 00:00:00
Processing portfolio for model: SMA_029_SlowMA_50_FastMA_15
BOUGHT QTY: 1 on 2019-01-15 00:00:00 at the price of 349.6
SOLD QTY: -1 on 2019-05-21 00:00:00 at the price of 350.95
BOUGHT QTY: 1 on 2019-07-03 00:00:00 at the price of 376.69
SOLD QTY: -1 on 2019-07-25 00:00:00 at the price of 318.86
BOUGHT QTY: 1 on 2019-11-05 00:00:00 at the price of 289.99
SOLD QTY: -1 on 2020-03-18 00:00:00 at the price of 302.395
BOUGHT QTY: 1 on 2020-04-13 00:00:00 at the price of 371.31
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-15 1 1 349.6 0 0
2019-05-21 -1 0 0 350.95 1.35
2019-07-03 1 1 376.69 0 0
2019-07-25 -1 0 0 318.86 -57.83
2019-11-05 1 1 289.99 0 0
2020-03-18 -1 0 0 302.395 12.405
2020-04-13 1 1 371.31 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-15 -349.6 354.64 5.04 5.04
2019-05-21 1.35 0 1.35 1.35
2019-07-03 -375.34 381.72 6.38 6.38
2019-07-25 -56.48 0 -56.48 -56.48
2019-11-05 -346.47 288.03 -58.44 -58.44
2020-03-18 -44.075 0 -44.075 -44.075
2020-04-13 -415.385 396.72 -18.665 -18.665
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $39.65
The current status of the model is: Holding a position since 2020-04-13 00:00:00
Processing portfolio for model: SMA_030_SlowMA_50_FastMA_20
BOUGHT QTY: 1 on 2019-01-16 00:00:00 at the price of 354.0
SOLD QTY: -1 on 2019-05-24 00:00:00 at the price of 355.41
BOUGHT QTY: 1 on 2019-07-05 00:00:00 at the price of 378.29
SOLD QTY: -1 on 2019-07-30 00:00:00 at the price of 329.2
BOUGHT QTY: 1 on 2019-11-06 00:00:00 at the price of 288.19
SOLD QTY: -1 on 2020-03-20 00:00:00 at the price of 342.31
BOUGHT QTY: 1 on 2020-04-16 00:00:00 at the price of 437.0
SOLD QTY: -1 on 2020-06-22 00:00:00 at the price of 455.01
BOUGHT QTY: 1 on 2020-06-24 00:00:00 at the price of 468.54
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-16 1 1 354 0 0
2019-05-24 -1 0 0 355.41 1.41
2019-07-05 1 1 378.29 0 0
2019-07-30 -1 0 0 329.2 -49.09
2019-11-06 1 1 288.19 0 0
2020-03-20 -1 0 0 342.31 54.12
2020-04-16 1 1 437 0 0
2020-06-22 -1 0 0 455.01 18.01
2020-06-24 1 1 468.54 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-16 -354 351.39 -2.61 -2.61
2019-05-24 1.41 0 1.41 1.41
2019-07-05 -376.88 380.55 3.67 3.67
2019-07-30 -47.68 0 -47.68 -47.68
2019-11-06 -335.87 288.59 -47.28 -47.28
2020-03-20 6.44 0 6.44 6.44
2020-04-16 -430.56 439.17 8.61 8.61
2020-06-22 24.45 0 24.45 24.45
2020-06-24 -444.09 457.85 13.76 13.76
Accumulated profit/loss for one share of stock with initial capital of $0 at the end of modeling period: $10.95
The current status of the model is: Holding a position since 2020-06-24 00:00:00
In [20]:
# Display the model performance summary
performance_summary.sort_values(by=['return_value'], inplace=True, ascending=False)
print(performance_summary)
model_name return_value return_percent 2 SMA_003_SlowMA_15_FastMA_10 100.055 None 26 SMA_027_SlowMA_50_FastMA_05 94.760 None 27 SMA_028_SlowMA_50_FastMA_10 90.810 None 15 SMA_016_SlowMA_35_FastMA_10 84.981 None 16 SMA_017_SlowMA_35_FastMA_15 74.040 None 10 SMA_011_SlowMA_30_FastMA_05 69.075 None 4 SMA_005_SlowMA_20_FastMA_10 66.590 None 12 SMA_013_SlowMA_30_FastMA_15 63.120 None 11 SMA_012_SlowMA_30_FastMA_10 62.370 None 9 SMA_010_SlowMA_25_FastMA_20 59.640 None 1 SMA_002_SlowMA_15_FastMA_05 55.085 None 8 SMA_009_SlowMA_25_FastMA_15 54.420 None 20 SMA_021_SlowMA_40_FastMA_15 48.490 None 22 SMA_023_SlowMA_45_FastMA_05 42.629 None 5 SMA_006_SlowMA_20_FastMA_15 41.235 None 23 SMA_024_SlowMA_45_FastMA_10 40.600 None 28 SMA_029_SlowMA_50_FastMA_15 39.655 None 7 SMA_008_SlowMA_25_FastMA_10 38.440 None 6 SMA_007_SlowMA_25_FastMA_05 35.675 None 24 SMA_025_SlowMA_45_FastMA_15 33.580 None 19 SMA_020_SlowMA_40_FastMA_10 30.590 None 3 SMA_004_SlowMA_20_FastMA_05 28.355 None 14 SMA_015_SlowMA_35_FastMA_05 13.140 None 29 SMA_030_SlowMA_50_FastMA_20 10.950 None 17 SMA_018_SlowMA_35_FastMA_20 3.065 None 21 SMA_022_SlowMA_40_FastMA_20 2.830 None 0 SMA_001_SlowMA_10_FastMA_05 1.670 None 18 SMA_019_SlowMA_40_FastMA_05 0.940 None 13 SMA_014_SlowMA_30_FastMA_20 -7.975 None 25 SMA_026_SlowMA_45_FastMA_20 -20.420 None
In [21]:
# Display the transactions from the top model
top_model = performance_summary.iloc[0]['model_name']
print('The transactions from the top model %s:' % (top_model))
print(portfolio_collection[top_model][portfolio_collection[top_model].trade_action != 0])
The transactions from the top model SMA_003_SlowMA_15_FastMA_10:
trade_action qty_onhand cost_basis sold_transaction gain_loss \
date
2019-01-08 1 1 319.98 0 0
2019-02-01 -1 0 0 337.18 17.2
2019-02-07 1 1 347.9 0 0
2019-03-08 -1 0 0 345.75 -2.15
2019-03-20 1 1 358.91 0 0
2019-04-04 -1 0 0 370.07 11.16
2019-04-11 1 1 365 0 0
2019-04-18 -1 0 0 355 -10
2019-04-29 1 1 373.68 0 0
2019-05-13 -1 0 0 352.29 -21.39
2019-06-18 1 1 355.57 0 0
2019-06-25 -1 0 0 370.75 15.18
2019-06-26 1 1 361.6 0 0
2019-07-19 -1 0 0 323.4 -38.2
2019-08-08 1 1 311.03 0 0
2019-08-12 -1 0 0 305.46 -5.57
2019-10-10 1 1 265.97 0 0
2019-10-30 -1 0 0 284.34 18.37
2019-11-06 1 1 288.19 0 0
2019-12-11 -1 0 0 294.49 6.3
2019-12-23 1 1 337.76 0 0
2020-01-10 -1 0 0 337.13 -0.63
2020-01-15 1 1 338.68 0 0
2020-03-03 -1 0 0 381.03 42.35
2020-03-31 1 1 367.93 0 0
2020-05-05 -1 0 0 427.555 59.625
2020-05-13 1 1 435.69 0 0
2020-05-29 -1 0 0 417.46 -18.23
2020-06-12 1 1 429 0 0
cash_onhand position_value total_position accumu_return
date
2019-01-08 -319.98 320.27 0.29 0.29
2019-02-01 17.2 0 17.2 17.2
2019-02-07 -330.7 344.71 14.01 14.01
2019-03-08 15.05 0 15.05 15.05
2019-03-20 -343.86 375.22 31.36 31.36
2019-04-04 26.21 0 26.21 26.21
2019-04-11 -338.79 367.65 28.86 28.86
2019-04-18 16.21 0 16.21 16.21
2019-04-29 -357.47 371.83 14.36 14.36
2019-05-13 -5.18 0 -5.18 -5.18
2019-06-18 -360.75 357.12 -3.63 -3.63
2019-06-25 10 0 10 10
2019-06-26 -351.6 362.2 10.6 10.6
2019-07-19 -28.2 0 -28.2 -28.2
2019-08-08 -339.23 315.9 -23.33 -23.33
2019-08-12 -33.77 0 -33.77 -33.77
2019-10-10 -299.74 280.48 -19.26 -19.26
2019-10-30 -15.4 0 -15.4 -15.4
2019-11-06 -303.59 288.59 -15 -15
2019-12-11 -9.1 0 -9.1 -9.1
2019-12-23 -346.86 333.1 -13.76 -13.76
2020-01-10 -9.73 0 -9.73 -9.73
2020-01-15 -348.41 339.07 -9.34 -9.34
2020-03-03 32.62 0 32.62 32.62
2020-03-31 -335.31 375.5 40.19 40.19
2020-05-05 92.245 0 92.245 92.245
2020-05-13 -343.445 438.27 94.825 94.825
2020-05-29 74.015 0 74.015 74.015
2020-06-12 -354.985 418.07 63.085 63.085
In [22]:
# Display the entry and exit signals for the top model
print('The trading signal changes from the top model %s:' % (top_model))
print(model_collection[top_model][model_collection[top_model].signal_change != 0])
The trading signal changes from the top model SMA_003_SlowMA_15_FastMA_10:
open_price close_price fast_ma slow_ma ma_change \
date
2019-01-07 302.10 315.34 266.5015 266.196333 0.305167
2019-01-31 339.68 339.50 334.8880 336.673333 -1.785333
2019-02-06 357.00 352.19 340.8630 339.964000 0.899000
2019-03-07 360.16 352.60 358.7740 358.832000 -0.058000
2019-03-19 366.40 358.78 358.0650 357.618667 0.446333
2019-04-03 369.26 369.75 363.4050 363.451333 -0.046333
2019-04-10 365.79 363.92 363.9010 363.830667 0.070333
2019-04-17 365.05 354.74 360.5270 361.391333 -0.864333
2019-04-26 368.35 374.85 365.1200 364.958667 0.161333
2019-05-10 361.62 361.04 372.2560 373.280000 -1.024000
2019-06-17 342.69 350.62 350.9750 349.698667 1.276333
2019-06-24 370.27 371.04 355.6710 355.723333 -0.052333
2019-06-25 370.75 360.30 356.5740 356.183333 0.390667
2019-07-18 323.76 325.21 369.0630 370.648000 -1.585000
2019-08-07 302.56 304.29 320.4210 318.692000 1.729000
2019-08-09 313.74 308.93 316.6800 317.660000 -0.980000
2019-10-09 270.02 267.53 268.5270 268.525333 0.001667
2019-10-29 281.87 281.21 278.2330 278.870000 -0.637000
2019-11-05 289.99 288.03 282.9220 281.926000 0.996000
2019-12-10 296.12 293.12 306.9380 307.657333 -0.719333
2019-12-20 335.00 336.90 310.1100 308.785333 1.324667
2020-01-09 342.00 335.66 330.5810 330.802000 -0.221000
2020-01-14 344.40 338.69 332.7440 331.918000 0.826000
2020-03-02 373.11 381.05 376.9860 377.095333 -0.109333
2020-03-30 363.00 370.96 345.1130 341.037667 4.075333
2020-05-04 417.78 428.15 420.7310 423.148667 -2.417667
2020-05-12 442.00 431.82 427.8520 425.122667 2.729333
2020-05-28 417.24 413.44 436.1100 436.252667 -0.142667
2020-06-11 428.20 425.56 424.2440 423.740667 0.503333
trade_signal signal_change entry_exit
date
2019-01-07 1.0 1.0 0.0
2019-01-31 0.0 -1.0 0.0
2019-02-06 1.0 1.0 0.0
2019-03-07 0.0 -1.0 0.0
2019-03-19 1.0 1.0 0.0
2019-04-03 0.0 -1.0 0.0
2019-04-10 1.0 1.0 0.0
2019-04-17 0.0 -1.0 0.0
2019-04-26 1.0 1.0 0.0
2019-05-10 0.0 -1.0 0.0
2019-06-17 1.0 1.0 0.0
2019-06-24 0.0 -1.0 0.0
2019-06-25 1.0 1.0 -1.0
2019-07-18 0.0 -1.0 0.0
2019-08-07 1.0 1.0 0.0
2019-08-09 0.0 -1.0 0.0
2019-10-09 1.0 1.0 0.0
2019-10-29 0.0 -1.0 0.0
2019-11-05 1.0 1.0 0.0
2019-12-10 0.0 -1.0 0.0
2019-12-20 1.0 1.0 0.0
2020-01-09 0.0 -1.0 0.0
2020-01-14 1.0 1.0 0.0
2020-03-02 0.0 -1.0 0.0
2020-03-30 1.0 1.0 0.0
2020-05-04 0.0 -1.0 0.0
2020-05-12 1.0 1.0 0.0
2020-05-28 0.0 -1.0 0.0
2020-06-11 1.0 1.0 0.0
In [23]:
graph_data = model_collection[top_model].copy()
title_string = "Simple Moving Average Crossover Model for " + top_model
fig = plt.figure(figsize=(16,9))
ylabel = stock_symbol + ' price in $'
ax1 = fig.add_subplot(111, ylabel=ylabel, title=title_string)
graph_data['fast_ma'].plot(ax=ax1, color='b', lw=2.)
graph_data['slow_ma'].plot(ax=ax1, color='r', lw=2.)
graph_data['close_price'].plot(ax=ax1, color='g')
ax1.plot(graph_data.loc[graph_data.entry_exit == 1].index, graph_data.close_price[graph_data.entry_exit == 1], '^', markersize=7, color='k',label='buy')
ax1.plot(graph_data.loc[graph_data.entry_exit == -1].index, graph_data.close_price[graph_data.entry_exit == -1], 'v', markersize=7, color='k',label='sell')
plt.legend(loc='upper left')
plt.show()
Task 5. Evaluate Performance¶
In [24]:
best_model = ''
best_return = 0
for key in portfolio_collection:
if portfolio_collection[key]['accumu_return'][-1] > best_return:
best_model = key
best_return = portfolio_collection[best_model]['accumu_return'][-1]
print('The best model found is:', best_model)
print('The best profit/loss for the investing period is: $%.2f' % (best_return))
if initial_capital != 0:
print('The best return percentage for initial capital is: %.2f%%' % (best_return / initial_capital * 100))
The best model found is: SMA_003_SlowMA_15_FastMA_10 The best profit/loss for the investing period is: $100.05
In [25]:
worst_model = None
worst_return = 0
for key in portfolio_collection:
if portfolio_collection[key]['accumu_return'][-1] < worst_return:
worst_model = key
worst_return = portfolio_collection[worst_model]['accumu_return'][-1]
print('The worst model found is:', worst_model)
print('The worst profit/loss for the investing period is: $%.2f' % (worst_return))
if initial_capital != 0:
print('The worst return percentage for the initial capital is: %.2f%%' % (worst_return / initial_capital * 100))
The worst model found is: SMA_026_SlowMA_45_FastMA_20 The worst profit/loss for the investing period is: $-20.42
In [26]:
# Calculate the stock's performance for a long-only model
model_template = model_template[model_start_date:model_end_date]
print('The performance of the long-only model from day one is: $%.2f' %(model_template.iloc[-1]['close_price'] - model_template.iloc[0]['open_price']))
The performance of the long-only model from day one is: $195.76
In [27]:
print ('Total time for the script:',(datetime.now() - startTimeScript))
Total time for the script: 0:00:46.241703